-83.4%
HTZ vs VLTO
+54.1%
-137.5%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.4% | -20.4% | -20.6% |
| 7D | -7.7% | +12.0% | -19.7% | -11.9% |
| 30D | -13.1% | +20.8% | -33.9% | -19.5% |
| 3M | +14.7% | +20.1% | -5.4% | +6.5% |
| 6M | -70.6% | +32.6% | -103.2% | -74.1% |
| YTD | -65.2% | +17.3% | -82.5% | -67.3% |
| 1Y | -73.2% | +17.3% | -90.5% | -74.8% |
| 3Y | -80.8% | +66.9% | -147.7% | -85.3% |
| All | -83.4% | +54.1% | -137.5% | -87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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