-86.5%
HTZ vs VFC
-28.0%
-58.5%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.0% | +0.5% |
| 7D | +7.5% | -1.6% | +9.1% | +8.0% |
| 30D | +47.4% | -11.6% | +59.1% | +53.2% |
| 3M | -54.9% | -18.1% | -36.8% | -52.5% |
| 6M | -47.0% | -27.4% | -19.7% | -41.6% |
| YTD | -55.3% | -24.8% | -30.4% | -51.2% |
| 1Y | -57.6% | -8.2% | -49.4% | -57.3% |
| All | -86.5% | -28.0% | -58.5% | -88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling