-20.9%
KHC vs HTZ
-92.5%
+71.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.4% | +5.6% | -2.7% |
| 7D | +1.1% | -14.6% | +15.7% | +1.3% |
| 30D | +12.0% | -20.8% | +32.7% | +12.3% |
| 3M | +0.2% | -18.8% | +19.0% | +0.3% |
| 6M | +10.3% | -74.7% | +85.0% | +12.6% |
| YTD | +6.7% | -68.1% | +74.8% | +8.0% |
| 1Y | +10.9% | -73.5% | +84.3% | +12.6% |
| 3Y | -12.6% | -81.8% | +69.2% | -12.2% |
| 5Y | -16.3% | -95.2% | +78.9% | -13.3% |
| All | -20.9% | -92.5% | +71.7% | -19.9% |
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