+233.4%
LNG vs HTZ
-90.1%
+323.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.0% | -0.5% | -5.3% |
| 7D | -6.2% | -2.5% | -3.7% | -6.1% |
| 30D | +8.0% | -3.7% | +11.7% | +7.9% |
| 3M | +16.9% | -57.0% | +73.9% | +19.8% |
| 6M | +8.7% | -47.0% | +55.6% | +9.6% |
| YTD | +43.0% | -57.5% | +100.5% | +45.7% |
| 1Y | +19.4% | -63.5% | +82.9% | +21.9% |
| 3Y | +74.7% | -86.3% | +161.1% | +88.9% |
| 5Y | +222.4% | -86.8% | +309.2% | +245.0% |
| All | +233.4% | -90.1% | +323.5% | +261.0% |
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