-94.0%
HTZ vs VICR
+55.0%
-149.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.3% | -11.9% | -2.3% |
| 7D | -16.4% | -6.5% | -9.9% | -15.7% |
| 30D | -15.1% | -38.5% | +23.4% | -9.4% |
| 3M | -28.2% | -26.1% | -2.1% | -26.5% |
| 6M | -73.1% | -36.2% | -36.8% | -72.3% |
| YTD | -68.3% | +49.2% | -117.5% | -72.1% |
| 1Y | -75.2% | +87.0% | -162.2% | -79.0% |
| 3Y | -81.1% | +350.4% | -431.6% | -87.2% |
| 5Y | -95.0% | +3.7% | -98.7% | -96.2% |
| All | -94.0% | +55.0% | -149.0% | -96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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