+8.9%
LVS vs HTZ
-93.9%
+102.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.3% | -10.8% | -2.5% |
| 7D | -1.3% | -27.4% | +26.2% | +1.8% |
| 30D | +12.2% | -11.4% | +23.5% | +12.9% |
| 3M | -11.3% | -33.1% | +21.8% | -8.5% |
| 6M | -21.6% | -73.5% | +51.9% | -12.1% |
| YTD | -36.6% | -68.1% | +31.5% | -31.2% |
| 1Y | -38.4% | -74.3% | +35.9% | -31.6% |
| 3Y | -10.2% | -80.9% | +70.7% | -2.1% |
| All | +8.9% | -93.9% | +102.8% | +58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling