+71.7%
IR vs HTZ
-92.5%
+164.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -8.4% | +9.8% | +2.2% |
| 7D | +3.7% | -14.6% | +18.3% | +4.9% |
| 30D | +7.4% | -20.8% | +28.2% | +9.2% |
| 3M | -5.9% | -18.8% | +12.9% | -5.3% |
| 6M | +5.6% | -74.7% | +80.3% | +17.3% |
| YTD | +4.8% | -68.1% | +72.9% | +12.8% |
| 1Y | +6.9% | -73.5% | +80.4% | +17.0% |
| 3Y | +27.6% | -81.8% | +109.4% | +36.8% |
| 5Y | +45.8% | -95.2% | +141.0% | +79.1% |
| All | +71.7% | -92.5% | +164.3% | +112.2% |
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