+416.9%
KLAC vs HTZ
-93.2%
+510.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.0% | +9.0% | +1.9% |
| 7D | -2.1% | -27.5% | +25.5% | +1.1% |
| 30D | -21.8% | -21.9% | +0.1% | -20.0% |
| 3M | -20.5% | -29.2% | +8.7% | -18.5% |
| 6M | -18.0% | -75.2% | +57.3% | -8.1% |
| YTD | +26.4% | -70.8% | +97.2% | +37.9% |
| 1Y | +26.3% | -76.1% | +102.4% | +40.4% |
| 3Y | +193.3% | -82.5% | +275.8% | +216.6% |
| 5Y | +297.2% | -94.1% | +391.3% | +421.3% |
| All | +416.9% | -93.2% | +510.0% | +603.7% |
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