-52.4%
U vs HTZ
-93.2%
+40.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.0% | +5.9% | -0.5% |
| 7D | +24.4% | -27.5% | +51.9% | +30.8% |
| 30D | +7.4% | -21.9% | +29.3% | +10.9% |
| 3M | +16.8% | -29.2% | +46.0% | +20.9% |
| 6M | +78.8% | -75.2% | +154.0% | +121.6% |
| YTD | +14.0% | -70.8% | +84.8% | +32.7% |
| 1Y | +16.7% | -76.1% | +92.8% | +41.8% |
| 3Y | +86.4% | -82.5% | +168.9% | +108.9% |
| 5Y | -71.5% | -94.1% | +22.6% | -54.4% |
| All | -52.4% | -93.2% | +40.7% | -26.7% |
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 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