+100.2%
QQQ vs HTZ
-93.0%
+193.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.1% | +5.8% | +0.1% |
| 7D | +6.4% | -14.0% | +20.3% | +7.4% |
| 30D | -7.5% | -19.8% | +12.3% | -6.3% |
| 3M | -4.8% | -45.0% | +40.2% | -1.5% |
| 6M | -2.5% | -73.2% | +70.7% | +4.6% |
| YTD | +12.4% | -70.0% | +82.4% | +18.7% |
| 1Y | +11.3% | -75.7% | +87.0% | +19.2% |
| 3Y | +85.0% | -82.1% | +167.0% | +94.2% |
| 5Y | +79.6% | -94.3% | +173.9% | +114.9% |
| All | +100.2% | -93.0% | +193.2% | +136.7% |
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