+72.0%
TER vs HTZ
-92.5%
+164.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -8.4% | +11.0% | +3.7% |
| 7D | -20.5% | -14.6% | -5.9% | -18.8% |
| 30D | -47.0% | -20.8% | -26.2% | -45.5% |
| 3M | -43.3% | -18.8% | -24.5% | -42.4% |
| 6M | -42.9% | -74.7% | +31.8% | -34.0% |
| YTD | +12.9% | -68.1% | +81.0% | +25.3% |
| 1Y | +18.2% | -73.5% | +91.7% | +33.8% |
| 3Y | +151.8% | -81.8% | +233.6% | +181.9% |
| 5Y | +54.2% | -95.2% | +149.5% | +114.0% |
| All | +72.0% | -92.5% | +164.6% | +135.6% |
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