+548.3%
LLY vs HTZ
-93.0%
+641.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.1% | +5.4% | -0.5% |
| 7D | +4.6% | -14.0% | +18.5% | +4.9% |
| 30D | +22.4% | -19.8% | +42.1% | +22.9% |
| 3M | +17.1% | -45.0% | +62.1% | +18.5% |
| 6M | +44.6% | -73.2% | +117.9% | +47.8% |
| YTD | +33.5% | -70.0% | +103.5% | +36.0% |
| 1Y | +41.1% | -75.7% | +116.8% | +44.1% |
| 3Y | +143.8% | -82.1% | +225.8% | +150.2% |
| 5Y | +473.4% | -94.3% | +567.6% | +487.3% |
| All | +548.3% | -93.0% | +641.3% | +563.0% |
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