-93.4%
HTZ vs VTEB
+3.1%
-96.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +0.4% | -21.2% | -21.5% |
| 7D | -7.7% | +1.2% | -9.0% | -10.0% |
| 30D | -13.1% | +4.2% | -17.3% | -19.9% |
| 3M | +14.7% | -0.5% | +15.2% | +16.1% |
| 6M | -70.6% | -0.6% | -70.0% | -70.3% |
| YTD | -65.2% | +0.3% | -65.4% | -65.2% |
| 1Y | -73.2% | +0.8% | -74.0% | -73.5% |
| 3Y | -80.8% | +11.9% | -92.7% | -84.0% |
| 5Y | -94.8% | +3.4% | -98.2% | -97.3% |
| All | -93.4% | +3.1% | -96.5% | -96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling