-27.4%
INTU vs HTZ
-93.2%
+65.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.6% |
| 7D | +0.1% | -8.5% | +8.6% | +0.5% |
| 30D | +10.1% | -18.9% | +29.0% | +11.1% |
| 3M | -4.2% | -36.0% | +31.8% | -2.1% |
| 6M | -7.2% | -74.6% | +67.3% | -1.0% |
| YTD | -47.7% | -70.8% | +23.1% | -45.3% |
| 1Y | -46.7% | -75.3% | +28.6% | -43.6% |
| 3Y | -34.1% | -81.6% | +47.5% | -32.4% |
| 5Y | -43.3% | -94.4% | +51.2% | -31.1% |
| All | -27.4% | -93.2% | +65.8% | -11.6% |
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