+68.0%
KR vs HTZ
-90.1%
+158.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.0% | +2.6% | -2.3% |
| 7D | -1.3% | -2.5% | +1.2% | -1.2% |
| 30D | +1.5% | -3.7% | +5.3% | +1.5% |
| 3M | -8.5% | -57.0% | +48.5% | -7.9% |
| 6M | -21.9% | -47.0% | +25.1% | -21.8% |
| YTD | -6.9% | -57.5% | +50.6% | -6.4% |
| 1Y | -14.0% | -63.5% | +49.5% | -13.4% |
| 3Y | +30.3% | -86.3% | +116.6% | +32.3% |
| 5Y | +37.7% | -86.8% | +124.5% | +39.2% |
| All | +68.0% | -90.1% | +158.1% | +73.0% |
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