+92.4%
LIN vs HTZ
-91.9%
+184.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -20.8% | +20.1% | +0.2% |
| 7D | +3.6% | -7.7% | +11.3% | +3.8% |
| 30D | +6.4% | -13.1% | +19.5% | +6.8% |
| 3M | +6.5% | +14.7% | -8.2% | +5.1% |
| 6M | +4.9% | -70.6% | +75.5% | +9.2% |
| YTD | +23.4% | -65.2% | +88.6% | +26.8% |
| 1Y | +26.3% | -73.2% | +99.5% | +31.4% |
| 3Y | +38.0% | -80.8% | +118.8% | +42.3% |
| 5Y | +68.0% | -94.8% | +162.8% | +88.0% |
| All | +92.4% | -91.9% | +184.3% | +118.6% |
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