-93.9%
HTZ vs VIG
+72.7%
-166.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.4% | -8.0% | -7.7% |
| 7D | -14.6% | -1.8% | -12.8% | -10.5% |
| 30D | -20.8% | +2.7% | -23.5% | -23.0% |
| 3M | -18.8% | 0.0% | -18.8% | -17.1% |
| 6M | -74.7% | +6.8% | -81.4% | -76.9% |
| YTD | -68.1% | +12.1% | -80.2% | -72.8% |
| 1Y | -73.5% | +14.8% | -88.3% | -78.2% |
| 3Y | -81.8% | +62.4% | -144.2% | -91.4% |
| 5Y | -95.2% | +59.6% | -154.8% | -97.6% |
| All | -93.9% | +72.7% | -166.6% | -97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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