-63.2%
HUBS vs HTZ
-93.0%
+29.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -6.1% | +12.5% | +6.9% |
| 7D | +5.3% | -14.0% | +19.3% | +6.5% |
| 30D | -2.5% | -19.8% | +17.3% | -1.1% |
| 3M | +2.7% | -45.0% | +47.7% | +6.6% |
| 6M | +20.2% | -73.2% | +93.4% | +32.0% |
| YTD | -46.2% | -70.0% | +23.8% | -42.7% |
| 1Y | -45.3% | -75.7% | +30.4% | -40.2% |
| 3Y | -49.7% | -82.1% | +32.4% | -47.0% |
| 5Y | -74.3% | -94.3% | +19.9% | -64.7% |
| All | -63.2% | -93.0% | +29.8% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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