+32.0%
LOW vs HTZ
-92.6%
+124.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +4.0% | +3.4% |
| 7D | +6.4% | -16.4% | +22.8% | +7.6% |
| 30D | +25.6% | -15.1% | +40.7% | +26.8% |
| 3M | +4.6% | -28.2% | +32.8% | +6.3% |
| 6M | +2.5% | -73.1% | +75.6% | +10.9% |
| YTD | -1.6% | -68.3% | +66.6% | +4.2% |
| 1Y | +1.7% | -75.2% | +77.0% | +9.9% |
| 3Y | +29.4% | -81.1% | +110.6% | +36.2% |
| 5Y | +9.6% | -95.0% | +104.6% | +28.4% |
| All | +32.0% | -92.6% | +124.5% | +52.1% |
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