+101.4%
NDAQ vs HTZ
-93.2%
+194.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -8.0% | +9.4% | +1.8% |
| 7D | +2.9% | -27.5% | +30.4% | +4.4% |
| 30D | +17.5% | -21.9% | +39.4% | +18.7% |
| 3M | +15.4% | -29.2% | +44.7% | +16.7% |
| 6M | +24.6% | -75.2% | +99.8% | +31.6% |
| YTD | +14.4% | -70.8% | +85.2% | +19.1% |
| 1Y | +26.9% | -76.1% | +103.0% | +33.4% |
| 3Y | +119.8% | -82.5% | +202.3% | +127.5% |
| 5Y | +70.5% | -94.1% | +164.6% | +91.1% |
| All | +101.4% | -93.2% | +194.6% | +130.2% |
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