-11.0%
LVS vs HTZ
-89.5%
+78.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | -1.5% | +7.5% | -9.0% | -2.3% |
| 30D | -3.2% | +47.4% | -50.7% | -8.3% |
| 3M | -12.0% | -54.9% | +42.9% | -6.5% |
| 6M | -19.9% | -47.0% | +27.1% | -17.2% |
| YTD | -30.6% | -55.3% | +24.6% | -27.0% |
| 1Y | -17.7% | -57.6% | +39.9% | -14.1% |
| 3Y | -14.2% | -86.6% | +72.4% | +2.9% |
| 5Y | +9.6% | -86.1% | +95.7% | +29.2% |
| All | -11.0% | -89.5% | +78.5% | +5.4% |
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