+99.8%
KR vs HTZ
-92.6%
+192.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.5% |
| 7D | -0.5% | -16.4% | +15.9% | -0.3% |
| 30D | +10.3% | -15.1% | +25.4% | +10.5% |
| 3M | +20.7% | -28.2% | +48.9% | +21.0% |
| 6M | +4.9% | -73.1% | +77.9% | +6.2% |
| YTD | +10.7% | -68.3% | +79.0% | +11.6% |
| 1Y | +7.2% | -75.2% | +82.4% | +8.5% |
| 3Y | +65.7% | -81.1% | +146.8% | +66.5% |
| 5Y | +80.8% | -95.0% | +175.8% | +83.1% |
| All | +99.8% | -92.6% | +192.4% | +106.3% |
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