-94.4%
HTZ vs VTEB
+2.4%
-96.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.0% |
| 7D | -8.5% | -1.2% | -7.3% | -6.1% |
| 30D | -18.9% | +2.5% | -21.4% | -22.7% |
| 3M | -36.0% | -1.7% | -34.3% | -33.6% |
| 6M | -74.6% | -1.2% | -73.3% | -73.9% |
| YTD | -70.8% | -0.5% | -70.3% | -70.4% |
| 1Y | -75.3% | -0.1% | -75.2% | -75.1% |
| 3Y | -81.6% | +10.5% | -92.0% | -84.3% |
| 5Y | -94.4% | +2.6% | -97.0% | -97.1% |
| All | -94.4% | +2.4% | -96.8% | -97.1% |
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