+31.8%
LOW vs HTZ
-93.2%
+125.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.0% | +7.9% | +0.5% |
| 7D | +8.7% | -27.5% | +36.2% | +11.2% |
| 30D | +25.5% | -21.9% | +47.3% | +27.5% |
| 3M | +6.6% | -29.2% | +35.9% | +8.5% |
| 6M | +2.4% | -75.2% | +77.6% | +11.5% |
| YTD | -1.7% | -70.8% | +69.1% | +4.8% |
| 1Y | +1.7% | -76.1% | +77.8% | +10.1% |
| 3Y | +26.6% | -82.5% | +109.1% | +33.9% |
| 5Y | +10.1% | -94.1% | +104.2% | +28.9% |
| All | +31.8% | -93.2% | +125.0% | +52.9% |
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