-17.6%
LVS vs HTZ
-92.5%
+74.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.4% | +7.9% | +0.4% |
| 7D | +11.1% | -14.6% | +25.7% | +12.5% |
| 30D | +14.7% | -20.8% | +35.4% | +16.9% |
| 3M | -10.9% | -18.8% | +7.9% | -10.3% |
| 6M | -22.3% | -74.7% | +52.3% | -12.8% |
| YTD | -35.8% | -68.1% | +32.3% | -30.5% |
| 1Y | -33.5% | -73.5% | +40.0% | -26.6% |
| 3Y | -11.7% | -81.8% | +70.1% | -4.5% |
| 5Y | +2.6% | -95.2% | +97.9% | +32.8% |
| All | -17.6% | -92.5% | +74.9% | +0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling