+268.7%
LNG vs HTZ
-92.5%
+361.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +9.3% | -5.6% | +3.4% |
| 7D | +4.5% | -27.4% | +31.9% | +5.7% |
| 30D | +8.0% | -11.4% | +19.4% | +8.3% |
| 3M | +15.0% | -33.1% | +48.0% | +16.3% |
| 6M | +27.1% | -73.5% | +100.6% | +32.4% |
| YTD | +58.1% | -68.1% | +126.2% | +62.4% |
| 1Y | +45.0% | -74.3% | +119.3% | +50.4% |
| 3Y | +82.6% | -80.9% | +163.5% | +86.1% |
| 5Y | +206.8% | -93.8% | +300.6% | +238.5% |
| All | +268.7% | -92.5% | +361.2% | +302.4% |
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