+28.5%
KEY vs HTZ
-92.5%
+121.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.4% | +7.9% | +0.4% |
| 7D | -1.3% | -14.6% | +13.3% | +0.1% |
| 30D | +5.1% | -20.8% | +25.9% | +7.4% |
| 3M | -7.1% | -18.8% | +11.7% | -6.3% |
| 6M | -4.4% | -74.7% | +70.3% | +8.6% |
| YTD | +4.0% | -68.1% | +72.1% | +13.1% |
| 1Y | +23.4% | -73.5% | +96.9% | +37.2% |
| 3Y | +113.9% | -81.8% | +195.7% | +131.4% |
| 5Y | +12.3% | -95.2% | +107.6% | +46.0% |
| All | +28.5% | -92.5% | +121.0% | +64.5% |
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