-51.4%
U vs HTZ
-92.5%
+41.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -8.4% | +13.9% | +7.2% |
| 7D | +36.6% | -14.6% | +51.2% | +38.9% |
| 30D | +13.3% | -20.8% | +34.1% | +16.8% |
| 3M | +26.2% | -18.8% | +45.0% | +26.8% |
| 6M | +88.7% | -74.7% | +163.4% | +133.4% |
| YTD | +16.6% | -68.1% | +84.7% | +33.4% |
| 1Y | +29.0% | -73.5% | +102.4% | +53.2% |
| 3Y | +99.5% | -81.8% | +181.3% | +124.4% |
| 5Y | -66.1% | -95.2% | +29.1% | -46.4% |
| All | -51.4% | -92.5% | +41.2% | -26.3% |
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