+24.7%
QCOM vs HTZ
-91.9%
+116.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -20.8% | +11.3% | -6.8% |
| 7D | -15.5% | -7.7% | -7.7% | -14.6% |
| 30D | -13.4% | -13.1% | -0.3% | -12.1% |
| 3M | 0.0% | +14.7% | -14.7% | -3.2% |
| 6M | -15.2% | -70.6% | +55.4% | -4.6% |
| YTD | -6.9% | -65.2% | +58.2% | +1.9% |
| 1Y | -11.0% | -73.2% | +62.2% | +0.1% |
| 3Y | +39.8% | -80.8% | +120.6% | +52.8% |
| 5Y | +7.2% | -94.8% | +102.0% | +39.5% |
| All | +24.7% | -91.9% | +116.6% | +62.6% |
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