-18.7%
LVS vs HTZ
-92.6%
+73.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.7% | -1.3% |
| 7D | +5.2% | -16.4% | +21.6% | +6.8% |
| 30D | +12.0% | -15.1% | +27.1% | +13.3% |
| 3M | -11.5% | -28.2% | +16.7% | -9.5% |
| 6M | -23.2% | -73.1% | +49.8% | -14.4% |
| YTD | -36.7% | -68.3% | +31.6% | -31.4% |
| 1Y | -36.8% | -75.2% | +38.4% | -29.7% |
| 3Y | -10.5% | -81.1% | +70.6% | -4.0% |
| 5Y | +5.1% | -95.0% | +100.1% | +35.6% |
| All | -18.7% | -92.6% | +73.8% | -0.9% |
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