+270.4%
LRCX vs HTZ
-93.2%
+363.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.0% | +8.5% | +1.3% |
| 7D | -3.6% | -27.5% | +23.9% | -0.2% |
| 30D | -30.3% | -21.9% | -8.4% | -28.6% |
| 3M | -27.3% | -29.2% | +1.9% | -25.4% |
| 6M | -24.2% | -75.2% | +51.0% | -14.6% |
| YTD | +30.3% | -70.8% | +101.1% | +43.1% |
| 1Y | +34.3% | -76.1% | +110.4% | +50.4% |
| 3Y | +232.6% | -82.5% | +315.2% | +261.0% |
| 5Y | +286.2% | -94.1% | +380.3% | +402.9% |
| All | +270.4% | -93.2% | +363.6% | +386.6% |
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