+96.1%
NDAQ vs HTZ
-92.5%
+188.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.4% | +8.7% | +0.7% |
| 7D | +0.8% | -14.6% | +15.4% | +1.5% |
| 30D | +16.5% | -20.8% | +37.3% | +17.7% |
| 3M | +13.5% | -18.8% | +32.3% | +13.9% |
| 6M | +20.9% | -74.7% | +95.6% | +27.7% |
| YTD | +11.4% | -68.1% | +79.5% | +15.5% |
| 1Y | +25.9% | -73.5% | +99.4% | +31.7% |
| 3Y | +119.9% | -81.8% | +201.7% | +127.8% |
| 5Y | +61.7% | -95.2% | +157.0% | +80.9% |
| All | +96.1% | -92.5% | +188.6% | +123.1% |
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