+90.9%
QQQ vs HTZ
-92.5%
+183.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -8.4% | +9.8% | +2.0% |
| 7D | -5.0% | -14.6% | +9.6% | -4.0% |
| 30D | -13.4% | -20.8% | +7.4% | -12.2% |
| 3M | -8.1% | -18.8% | +10.7% | -7.5% |
| 6M | -5.5% | -74.7% | +69.2% | +1.9% |
| YTD | +7.2% | -68.1% | +75.3% | +12.7% |
| 1Y | +7.8% | -73.5% | +81.3% | +14.7% |
| 3Y | +80.7% | -81.8% | +162.6% | +90.7% |
| 5Y | +69.6% | -95.2% | +164.8% | +102.9% |
| All | +90.9% | -92.5% | +183.4% | +124.8% |
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