+519.9%
LLY vs HTZ
-91.9%
+611.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -20.8% | +17.0% | -3.2% |
| 7D | -0.7% | -7.7% | +7.1% | -0.5% |
| 30D | +17.9% | -13.1% | +31.0% | +18.2% |
| 3M | +16.8% | +14.7% | +2.1% | +16.2% |
| 6M | +38.4% | -70.6% | +109.1% | +41.2% |
| YTD | +27.6% | -65.2% | +92.8% | +29.6% |
| 1Y | +48.3% | -73.2% | +121.5% | +51.1% |
| 3Y | +145.4% | -80.8% | +226.2% | +151.5% |
| 5Y | +438.9% | -94.8% | +533.7% | +444.8% |
| All | +519.9% | -91.9% | +611.7% | +531.8% |
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