+506.9%
LITE vs HTZ
-91.9%
+598.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -20.8% | +2.1% | -15.9% |
| 7D | -44.6% | -7.7% | -36.8% | -43.9% |
| 30D | -55.0% | -13.1% | -41.9% | -54.2% |
| 3M | -38.3% | +14.7% | -53.1% | -39.8% |
| 6M | -48.8% | -70.6% | +21.9% | -42.3% |
| YTD | +38.3% | -65.2% | +103.5% | +50.8% |
| 1Y | +119.0% | -73.2% | +192.2% | +145.9% |
| 3Y | +1,092.0% | -80.8% | +1,172.8% | +1,182.3% |
| 5Y | +446.1% | -94.8% | +540.9% | +569.2% |
| All | +506.9% | -91.9% | +598.8% | +647.1% |
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