+88.1%
KO vs HTZ
-90.6%
+178.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.3% | +4.3% | -0.8% |
| 7D | -0.8% | -10.4% | +9.6% | -0.6% |
| 30D | +0.8% | -2.4% | +3.1% | +0.7% |
| 3M | +8.3% | -60.9% | +69.2% | +9.7% |
| 6M | +14.0% | -50.2% | +64.3% | +14.6% |
| YTD | +26.9% | -59.7% | +86.6% | +28.1% |
| 1Y | +32.7% | -66.0% | +98.7% | +34.1% |
| 3Y | +63.9% | -87.1% | +151.0% | +70.2% |
| 5Y | +81.7% | -86.9% | +168.6% | +88.5% |
| All | +88.1% | -90.6% | +178.7% | +97.0% |
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