+19.6%
O vs HTZ
-92.5%
+112.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.4% | +7.6% | -0.5% |
| 7D | +3.7% | -14.6% | +18.3% | +4.2% |
| 30D | +11.2% | -20.8% | +32.0% | +12.0% |
| 3M | -4.0% | -18.8% | +14.8% | -3.7% |
| 6M | -5.2% | -74.7% | +69.5% | -1.0% |
| YTD | +9.5% | -68.1% | +77.6% | +12.7% |
| 1Y | +10.6% | -73.5% | +84.1% | +14.7% |
| 3Y | +38.1% | -81.8% | +119.9% | +42.4% |
| 5Y | +10.2% | -95.2% | +105.5% | +21.3% |
| All | +19.6% | -92.5% | +112.1% | +31.8% |
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