-92.3%
HTZ vs VT
+65.8%
-158.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.1% | +6.1% |
| 7D | +4.0% | -1.6% | +5.6% | +6.6% |
| 30D | +17.6% | -2.5% | +20.1% | +22.5% |
| 3M | +35.3% | -1.3% | +36.6% | +38.5% |
| 6M | -66.3% | +3.1% | -69.4% | -67.8% |
| YTD | -59.7% | +10.9% | -70.7% | -65.4% |
| 1Y | -58.1% | +12.1% | -70.2% | -64.7% |
| 3Y | -77.8% | +73.9% | -151.7% | -90.6% |
| 5Y | -93.5% | +58.0% | -151.5% | -96.6% |
| All | -92.3% | +65.8% | -158.2% | -96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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