-22.0%
KHC vs HTZ
-92.5%
+70.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.3% | -9.2% | 0.0% |
| 7D | -4.6% | -27.4% | +22.8% | -4.2% |
| 30D | +8.1% | -11.4% | +19.5% | +8.2% |
| 3M | 0.0% | -33.1% | +33.1% | +0.4% |
| 6M | +7.9% | -73.5% | +81.4% | +10.0% |
| YTD | +5.3% | -68.1% | +73.4% | +6.5% |
| 1Y | +5.1% | -74.3% | +79.4% | +6.9% |
| 3Y | -12.8% | -80.9% | +68.1% | -12.4% |
| 5Y | -16.2% | -93.8% | +77.6% | -13.9% |
| All | -22.0% | -92.5% | +70.6% | -21.0% |
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