+142.9%
HUT vs HTZ
-93.2%
+236.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.6% | -4.5% | -6.4% |
| 7D | +9.3% | -8.5% | +17.9% | +11.7% |
| 30D | -23.1% | -18.9% | -4.2% | -20.5% |
| 3M | -30.6% | -36.0% | +5.4% | -24.4% |
| 6M | -46.9% | -74.6% | +27.7% | -29.8% |
| YTD | +25.3% | -70.8% | +96.1% | +57.4% |
| 1Y | +59.8% | -75.3% | +135.1% | +109.5% |
| 3Y | +467.2% | -81.6% | +548.8% | +556.0% |
| 5Y | -24.6% | -94.4% | +69.8% | +50.0% |
| All | +142.9% | -93.2% | +236.1% | +352.5% |
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