-62.9%
HUBS vs HTZ
-93.2%
+30.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +0.9% |
| 7D | +8.3% | -8.5% | +16.8% | +9.0% |
| 30D | -4.0% | -18.9% | +14.9% | -2.7% |
| 3M | -9.7% | -36.0% | +26.4% | -7.0% |
| 6M | +21.4% | -74.6% | +95.9% | +34.0% |
| YTD | -45.9% | -70.8% | +25.0% | -42.2% |
| 1Y | -44.4% | -75.3% | +30.9% | -39.4% |
| 3Y | -49.7% | -81.6% | +31.9% | -47.8% |
| 5Y | -74.2% | -94.4% | +20.3% | -64.4% |
| All | -62.9% | -93.2% | +30.2% | -49.5% |
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