-91.6%
HTZ vs Z
-72.2%
-19.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +9.4% | -0.2% | +6.2% |
| 7D | +18.9% | +10.2% | +8.8% | +15.3% |
| 30D | +26.3% | +23.7% | +2.6% | +17.5% |
| 3M | +49.7% | -6.6% | +56.2% | +50.1% |
| 6M | -61.1% | -23.0% | -38.1% | -58.6% |
| YTD | -56.0% | -50.3% | -5.7% | -46.2% |
| 1Y | -66.4% | -53.6% | -12.8% | -57.9% |
| 3Y | -75.8% | -10.1% | -65.7% | -76.9% |
| 5Y | -93.1% | -49.8% | -43.3% | -92.5% |
| All | -91.6% | -72.2% | -19.4% | -89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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