+139.5%
HUT vs HTZ
-93.2%
+232.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.0% | +7.5% | +1.6% |
| 7D | -10.9% | -27.5% | +16.6% | -5.0% |
| 30D | -32.6% | -21.9% | -10.8% | -29.7% |
| 3M | -33.7% | -29.2% | -4.5% | -30.0% |
| 6M | -42.3% | -75.2% | +32.9% | -23.4% |
| YTD | +23.6% | -70.8% | +94.4% | +55.2% |
| 1Y | +20.4% | -76.1% | +96.5% | +59.4% |
| 3Y | +423.2% | -82.5% | +505.7% | +523.5% |
| 5Y | -19.4% | -94.1% | +74.7% | +59.4% |
| All | +139.5% | -93.2% | +232.7% | +346.3% |
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