+148.1%
SLV vs HTZ
-89.5%
+237.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.3% |
| 7D | -0.3% | +7.5% | -7.8% | -0.8% |
| 30D | +6.7% | +47.4% | -40.7% | +3.6% |
| 3M | -10.7% | -54.9% | +44.2% | -7.6% |
| 6M | -20.6% | -47.0% | +26.4% | -18.6% |
| YTD | -7.1% | -55.3% | +48.1% | -4.1% |
| 1Y | +62.0% | -57.6% | +119.6% | +66.9% |
| 3Y | +169.8% | -86.6% | +256.4% | +185.8% |
| 5Y | +161.5% | -86.1% | +247.6% | +173.1% |
| All | +148.1% | -89.5% | +237.7% | +165.0% |
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