+401.0%
P vs HTZ
-92.5%
+493.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -8.4% | +11.9% | +4.4% |
| 7D | -23.8% | -14.6% | -9.2% | -22.5% |
| 30D | -36.6% | -20.8% | -15.9% | -35.2% |
| 3M | +10.9% | -18.8% | +29.7% | +12.2% |
| 6M | +30.0% | -74.7% | +104.7% | +43.6% |
| YTD | +44.4% | -68.1% | +112.5% | +54.5% |
| 1Y | +3.9% | -73.5% | +77.4% | +12.8% |
| 3Y | +176.6% | -81.8% | +258.4% | +195.0% |
| 5Y | +249.3% | -95.2% | +344.5% | +335.0% |
| All | +401.0% | -92.5% | +493.6% | +523.7% |
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