-32.6%
TLT vs HTZ
-92.5%
+59.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.3% | -9.3% | 0.0% |
| 7D | -1.0% | -27.4% | +26.4% | -0.8% |
| 30D | +3.7% | -11.4% | +15.0% | +3.7% |
| 3M | -0.8% | -33.1% | +32.3% | -0.6% |
| 6M | -3.6% | -73.5% | +69.9% | -2.9% |
| YTD | -3.9% | -68.1% | +64.2% | -3.5% |
| 1Y | -6.2% | -74.3% | +68.1% | -5.6% |
| 3Y | +4.2% | -80.9% | +85.0% | +4.5% |
| 5Y | -34.7% | -93.8% | +59.1% | -34.7% |
| All | -32.6% | -92.5% | +59.9% | -31.3% |
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