+40.4%
LHX vs HTZ
-92.5%
+132.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.3% | -9.1% | -0.1% |
| 7D | +6.5% | -27.4% | +33.9% | +7.4% |
| 30D | +16.1% | -11.4% | +27.4% | +16.3% |
| 3M | -2.8% | -33.1% | +30.2% | -1.9% |
| 6M | -7.7% | -73.5% | +65.8% | -4.4% |
| YTD | -4.6% | -68.1% | +63.5% | -2.2% |
| 1Y | -6.8% | -74.3% | +67.5% | -3.8% |
| 3Y | +60.8% | -80.9% | +141.7% | +64.7% |
| 5Y | +39.5% | -93.8% | +133.3% | +49.7% |
| All | +40.4% | -92.5% | +132.9% | +50.5% |
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