+29.8%
LHX vs HTZ
-90.1%
+119.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.0% | +4.7% | -0.1% |
| 7D | -2.5% | -2.5% | 0.0% | -2.4% |
| 30D | -10.4% | -3.7% | -6.6% | -10.4% |
| 3M | -14.9% | -57.0% | +42.0% | -13.1% |
| 6M | -29.6% | -47.0% | +17.3% | -28.8% |
| YTD | -11.8% | -57.5% | +45.7% | -10.2% |
| 1Y | -5.1% | -63.5% | +58.4% | -3.2% |
| 3Y | +61.3% | -86.3% | +147.7% | +70.8% |
| 5Y | +22.4% | -86.8% | +109.2% | +27.6% |
| All | +29.8% | -90.1% | +119.9% | +38.3% |
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