-91.6%
HTZ vs VMC
+77.7%
-169.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +4.6% | +4.6% | +6.0% |
| 7D | +18.9% | +12.3% | +6.6% | +9.8% |
| 30D | +26.3% | +21.2% | +5.0% | +10.6% |
| 3M | +49.7% | +4.6% | +45.1% | +44.7% |
| 6M | -61.1% | +3.9% | -65.0% | -63.0% |
| YTD | -56.0% | +5.0% | -61.0% | -59.0% |
| 1Y | -66.4% | +2.6% | -69.0% | -68.2% |
| 3Y | -75.8% | +46.5% | -122.3% | -83.3% |
| 5Y | -93.1% | +59.7% | -152.8% | -95.6% |
| All | -91.6% | +77.7% | -169.4% | -95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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