-93.4%
HTZ vs VFC
-70.6%
-22.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -2.9% | -17.9% | -19.7% |
| 7D | -7.7% | +10.9% | -18.6% | -10.9% |
| 30D | -13.1% | +40.6% | -53.7% | -23.3% |
| 3M | +14.7% | +34.4% | -19.7% | +2.5% |
| 6M | -70.6% | +12.3% | -82.9% | -72.3% |
| YTD | -65.2% | +14.4% | -79.6% | -67.3% |
| 1Y | -73.2% | +40.6% | -113.8% | -76.7% |
| 3Y | -80.8% | +40.1% | -120.9% | -85.5% |
| 5Y | -94.8% | -67.6% | -27.2% | -92.6% |
| All | -93.4% | -70.6% | -22.7% | -89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling