+109.5%
KO vs HTZ
-93.2%
+202.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.0% | +8.9% | +1.0% |
| 7D | +2.2% | -27.5% | +29.8% | +2.6% |
| 30D | +10.1% | -21.9% | +31.9% | +10.4% |
| 3M | +12.2% | -29.2% | +41.5% | +12.6% |
| 6M | +25.1% | -75.2% | +100.3% | +27.5% |
| YTD | +41.3% | -70.8% | +112.1% | +43.1% |
| 1Y | +41.1% | -76.1% | +117.2% | +43.5% |
| 3Y | +86.3% | -82.5% | +168.8% | +88.9% |
| 5Y | +97.8% | -94.1% | +191.9% | +107.5% |
| All | +109.5% | -93.2% | +202.6% | +120.2% |
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