-93.4%
HTZ vs VICR
+28.1%
-121.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -15.1% | -5.7% | -18.4% |
| 7D | -7.7% | -34.6% | +26.9% | -1.5% |
| 30D | -13.1% | -54.9% | +41.8% | -2.5% |
| 3M | +14.7% | -38.3% | +53.1% | +21.1% |
| 6M | -70.6% | -49.2% | -21.4% | -68.6% |
| YTD | -65.2% | +23.3% | -88.4% | -68.4% |
| 1Y | -73.2% | +42.4% | -115.6% | -76.2% |
| 3Y | -80.8% | +244.9% | -325.7% | -86.4% |
| 5Y | -94.8% | -12.9% | -81.9% | -95.9% |
| All | -93.4% | +28.1% | -121.4% | -95.4% |
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