-94.0%
HTZ vs VTEB
+3.7%
-97.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.8% |
| 7D | -16.4% | +1.1% | -17.6% | -18.4% |
| 30D | -15.1% | +4.5% | -19.6% | -22.2% |
| 3M | -28.2% | -0.2% | -28.0% | -27.9% |
| 6M | -73.1% | -0.2% | -72.8% | -72.9% |
| YTD | -68.3% | +0.8% | -69.1% | -68.7% |
| 1Y | -75.2% | +1.3% | -76.5% | -75.7% |
| 3Y | -81.1% | +12.2% | -93.3% | -84.4% |
| 5Y | -95.0% | +3.8% | -98.8% | -97.5% |
| All | -94.0% | +3.7% | -97.7% | -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