-32.0%
TLT vs HTZ
-91.9%
+59.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -20.8% | +21.0% | +0.3% |
| 7D | +0.5% | -7.7% | +8.3% | +0.6% |
| 30D | +6.0% | -13.1% | +19.1% | +6.1% |
| 3M | -0.9% | +14.7% | -15.7% | -1.1% |
| 6M | -2.6% | -70.6% | +68.0% | -2.0% |
| YTD | -3.1% | -65.2% | +62.1% | -2.7% |
| 1Y | -4.4% | -73.2% | +68.8% | -3.8% |
| 3Y | +5.5% | -80.8% | +86.3% | +5.7% |
| 5Y | -34.7% | -94.8% | +60.1% | -35.0% |
| All | -32.0% | -91.9% | +59.8% | -30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling