-94.8%
HTZ vs VIG
+60.3%
-155.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -3.3% | -17.5% | -14.9% |
| 7D | -7.7% | -2.0% | -5.8% | -3.0% |
| 30D | -13.1% | +2.7% | -15.8% | -15.8% |
| 3M | +14.7% | +0.3% | +14.4% | +16.3% |
| 6M | -70.6% | +7.6% | -78.2% | -73.6% |
| YTD | -65.2% | +12.5% | -77.7% | -70.6% |
| 1Y | -73.2% | +14.8% | -88.0% | -78.0% |
| 3Y | -80.8% | +63.2% | -144.0% | -91.0% |
| 5Y | -94.8% | +60.2% | -155.0% | -97.4% |
| All | -94.8% | +60.3% | -155.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling