-91.5%
HTZ vs VICR
+78.8%
-170.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.2% | +0.4% |
| 7D | +7.5% | +0.4% | +7.1% | +7.4% |
| 30D | +47.4% | -13.9% | +61.4% | +50.4% |
| 3M | -54.9% | -38.4% | -16.5% | -52.0% |
| 6M | -47.0% | -7.2% | -39.8% | -48.2% |
| YTD | -55.3% | +72.0% | -127.3% | -60.7% |
| 1Y | -57.6% | +263.3% | -320.9% | -67.7% |
| 3Y | -86.6% | +173.3% | -259.9% | -90.0% |
| 5Y | -86.1% | +47.3% | -133.4% | -90.0% |
| All | -91.5% | +78.8% | -170.2% | -94.3% |
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