-5.8%
TLT vs HTZ
-73.6%
+67.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.3% | -9.3% | 0.0% |
| 7D | -1.0% | -27.4% | +26.4% | -0.9% |
| 30D | +4.1% | -11.4% | +15.5% | +4.2% |
| 3M | -0.4% | -33.1% | +32.7% | -0.3% |
| 6M | -3.2% | -73.5% | +70.3% | -2.7% |
| YTD | -3.5% | -68.1% | +64.6% | -3.3% |
| 1Y | -5.8% | -74.3% | +68.5% | -4.7% |
| All | -5.8% | -73.6% | +67.8% | -4.7% |
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