+41.8%
T vs HTZ
-92.5%
+134.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.3% | -7.9% | +1.2% |
| 7D | +2.0% | -27.4% | +29.4% | +2.9% |
| 30D | -1.0% | -11.4% | +10.3% | -0.8% |
| 3M | -8.1% | -33.1% | +24.9% | -7.3% |
| 6M | -8.3% | -73.5% | +65.2% | -5.5% |
| YTD | -6.1% | -68.1% | +62.0% | -4.2% |
| 1Y | -7.4% | -74.3% | +66.9% | -4.8% |
| 3Y | +65.4% | -80.9% | +146.3% | +69.6% |
| 5Y | +57.6% | -93.8% | +151.4% | +70.9% |
| All | +41.8% | -92.5% | +134.4% | +53.2% |
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