-86.4%
HTZ vs VCLT
-15.0%
-71.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +7.5% | -0.5% | +8.0% | +8.0% |
| 30D | +47.4% | -0.9% | +48.3% | +48.5% |
| 3M | -54.9% | -3.2% | -51.7% | -53.7% |
| 6M | -47.0% | -3.8% | -43.2% | -45.2% |
| YTD | -55.3% | -2.0% | -53.2% | -54.5% |
| 1Y | -57.6% | -0.8% | -56.8% | -57.4% |
| 3Y | -86.6% | +12.3% | -98.9% | -87.7% |
| All | -86.4% | -15.0% | -71.4% | -84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VCLT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling