-93.1%
HTZ vs VFC
-66.9%
-26.2%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +4.4% | +4.7% | +7.5% |
| 7D | +18.9% | +21.5% | -2.5% | +10.7% |
| 30D | +26.3% | +46.7% | -20.4% | +9.3% |
| 3M | +49.7% | +38.4% | +11.3% | +31.8% |
| 6M | -61.1% | +15.2% | -76.3% | -63.8% |
| YTD | -56.0% | +17.8% | -73.8% | -59.3% |
| 1Y | -66.4% | +55.6% | -122.0% | -72.1% |
| 3Y | -75.8% | +44.3% | -120.1% | -82.1% |
| 5Y | -93.1% | -66.3% | -26.8% | -88.9% |
| All | -93.1% | -66.9% | -26.2% | -88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling