-93.9%
HTZ vs VTEB
+3.6%
-97.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +0.2% | -8.6% | -8.7% |
| 7D | -14.6% | +1.0% | -15.6% | -16.4% |
| 30D | -20.8% | +4.9% | -25.7% | -28.1% |
| 3M | -18.8% | 0.0% | -18.8% | -18.7% |
| 6M | -74.7% | -0.3% | -74.4% | -74.6% |
| YTD | -68.1% | +0.7% | -68.8% | -68.4% |
| 1Y | -73.5% | +1.1% | -74.6% | -73.9% |
| 3Y | -81.8% | +12.7% | -94.5% | -85.0% |
| 5Y | -95.2% | +3.9% | -99.1% | -97.5% |
| All | -93.9% | +3.6% | -97.6% | -96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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