+13.4%
INTC vs HTZ
-93.2%
+106.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.0% | +5.9% | -1.3% |
| 7D | -4.0% | -27.5% | +23.5% | -1.0% |
| 30D | -44.5% | -21.9% | -22.6% | -43.3% |
| 3M | -40.4% | -29.2% | -11.1% | -39.0% |
| 6M | -53.5% | -75.2% | +21.7% | -48.0% |
| YTD | +57.5% | -70.8% | +128.4% | +71.8% |
| 1Y | +51.2% | -76.1% | +127.3% | +67.8% |
| 3Y | +51.6% | -82.5% | +134.1% | +62.5% |
| 5Y | +23.5% | -94.1% | +117.6% | +49.4% |
| All | +13.4% | -93.2% | +106.6% | +35.0% |
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