-50.1%
U vs HTZ
-93.2%
+43.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.6% | +7.8% | +5.8% |
| 7D | +2.6% | -8.5% | +11.1% | +4.1% |
| 30D | +27.6% | -18.9% | +46.5% | +30.4% |
| 3M | +15.3% | -36.0% | +51.4% | +22.9% |
| 6M | +96.4% | -74.6% | +171.0% | +141.8% |
| YTD | +19.6% | -70.8% | +90.4% | +38.9% |
| 1Y | +42.1% | -75.3% | +117.4% | +70.9% |
| 3Y | +87.5% | -81.6% | +169.1% | +105.4% |
| 5Y | -73.1% | -94.4% | +21.3% | -57.1% |
| All | -50.1% | -93.2% | +43.1% | -23.3% |
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