+422.0%
LLY vs HTZ
-89.5%
+511.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.9% |
| 7D | -2.1% | +7.5% | -9.6% | -2.3% |
| 30D | -1.6% | +47.4% | -49.0% | -2.6% |
| 3M | +2.3% | -54.9% | +57.2% | +3.4% |
| 6M | +14.9% | -47.0% | +61.9% | +15.8% |
| YTD | +7.5% | -55.3% | +62.7% | +8.6% |
| 1Y | +55.7% | -57.6% | +113.3% | +57.0% |
| 3Y | +110.6% | -86.6% | +197.2% | +116.9% |
| 5Y | +363.4% | -86.1% | +449.5% | +379.7% |
| All | +422.0% | -89.5% | +511.6% | +429.4% |
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