-73.5%
HTZ vs VICR
+54.6%
-128.1%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +8.7% | -17.1% | -9.7% |
| 7D | -14.6% | -23.1% | +8.6% | -11.4% |
| 30D | -20.8% | -48.1% | +27.3% | -13.3% |
| 3M | -18.8% | -32.8% | +14.0% | -15.9% |
| 6M | -74.7% | -47.6% | -27.1% | -73.0% |
| YTD | -68.1% | +34.0% | -102.1% | -74.7% |
| 1Y | -73.5% | +65.0% | -138.5% | -80.0% |
| All | -73.5% | +54.6% | -128.1% | -80.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling