+93.5%
TER vs HTZ
-93.2%
+186.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.0% | +7.7% | +0.8% |
| 7D | -8.9% | -27.5% | +18.6% | -5.1% |
| 30D | -39.1% | -21.9% | -17.2% | -37.2% |
| 3M | -32.8% | -29.2% | -3.5% | -30.5% |
| 6M | -31.7% | -75.2% | +43.5% | -21.1% |
| YTD | +26.9% | -70.8% | +97.7% | +42.4% |
| 1Y | +33.6% | -76.1% | +109.7% | +53.4% |
| 3Y | +181.5% | -82.5% | +264.0% | +214.6% |
| 5Y | +76.1% | -94.1% | +170.2% | +141.9% |
| All | +93.5% | -93.2% | +186.7% | +167.9% |
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