-18.0%
KVUE vs HTZ
-88.1%
+70.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.9% | -70.8% | +90.7% | +17.2% |
| 7D | +19.9% | -70.8% | +90.7% | +17.2% |
| 30D | +19.9% | -70.8% | +90.7% | +17.2% |
| 3M | +19.9% | -70.8% | +90.7% | +17.2% |
| 6M | +19.9% | -70.8% | +90.7% | +17.2% |
| YTD | +19.9% | -70.8% | +90.7% | +17.2% |
| 1Y | +42.1% | -61.5% | +103.7% | +37.8% |
| 3Y | +17.3% | -77.7% | +95.0% | +19.1% |
| All | -18.0% | -88.1% | +70.1% | -10.6% |
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