-17.5%
LVS vs HTZ
-93.2%
+75.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -8.0% | +9.6% | +2.4% |
| 7D | +6.7% | -27.5% | +34.2% | +10.0% |
| 30D | +13.8% | -21.9% | +35.7% | +16.1% |
| 3M | -9.5% | -29.2% | +19.8% | -7.3% |
| 6M | -22.0% | -75.2% | +53.2% | -12.3% |
| YTD | -35.7% | -70.8% | +35.2% | -29.7% |
| 1Y | -36.7% | -76.1% | +39.4% | -29.4% |
| 3Y | -8.8% | -82.5% | +73.7% | -1.6% |
| 5Y | +9.5% | -94.1% | +103.6% | +40.1% |
| All | -17.5% | -93.2% | +75.7% | +1.5% |
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