+37.8%
T vs HTZ
-92.5%
+130.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.4% | +7.5% | -0.6% |
| 7D | +1.0% | -14.6% | +15.6% | +1.4% |
| 30D | -10.6% | -20.8% | +10.2% | -10.1% |
| 3M | -7.7% | -18.8% | +11.1% | -7.5% |
| 6M | -13.3% | -74.7% | +61.4% | -10.6% |
| YTD | -8.8% | -68.1% | +59.3% | -6.9% |
| 1Y | -8.4% | -73.5% | +65.1% | -6.0% |
| 3Y | +59.6% | -81.8% | +141.5% | +64.4% |
| 5Y | +52.1% | -95.2% | +147.3% | +65.4% |
| All | +37.8% | -92.5% | +130.4% | +48.9% |
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