-31.8%
TLT vs HTZ
-89.5%
+57.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.2% | +0.2% |
| 7D | -0.4% | +7.5% | -7.9% | -0.5% |
| 30D | -0.6% | +47.4% | -48.0% | -0.9% |
| 3M | -2.7% | -54.9% | +52.2% | -2.4% |
| 6M | -5.6% | -47.0% | +41.4% | -5.4% |
| YTD | -2.8% | -55.3% | +52.5% | -2.5% |
| 1Y | -1.4% | -57.6% | +56.2% | -1.2% |
| 3Y | -1.6% | -86.6% | +85.0% | -1.7% |
| 5Y | -33.8% | -86.1% | +52.3% | -31.1% |
| All | -31.8% | -89.5% | +57.7% | -30.6% |
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 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