-4.8%
TLT vs HTZ
-75.3%
+70.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.4% | +8.4% | 0.0% |
| 7D | +0.1% | -14.6% | +14.7% | +0.1% |
| 30D | +6.2% | -20.8% | +27.0% | +6.3% |
| 3M | +0.1% | -18.8% | +18.9% | +0.1% |
| 6M | -3.0% | -74.7% | +71.7% | -2.5% |
| YTD | -2.7% | -68.1% | +65.4% | -2.5% |
| 1Y | -4.8% | -73.5% | +68.6% | -4.1% |
| All | -4.8% | -75.3% | +70.5% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling