+294.7%
HUT vs HTZ
-89.5%
+384.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.3% | +4.9% | +5.8% |
| 7D | +17.8% | +7.5% | +10.3% | +15.5% |
| 30D | +0.8% | +47.4% | -46.6% | -11.8% |
| 3M | -26.8% | -54.9% | +28.1% | -15.1% |
| 6M | +72.6% | -47.0% | +119.6% | +89.9% |
| YTD | +103.6% | -55.3% | +158.9% | +134.3% |
| 1Y | +265.3% | -57.6% | +322.9% | +306.9% |
| 3Y | +689.4% | -86.6% | +776.0% | +1,145.8% |
| 5Y | +75.3% | -86.1% | +161.5% | +235.8% |
| All | +294.7% | -89.5% | +384.3% | +573.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling