+88.7%
V vs HTZ
-93.2%
+181.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +1.4% |
| 7D | +0.9% | -8.5% | +9.5% | +1.3% |
| 30D | +9.0% | -18.9% | +27.9% | +9.9% |
| 3M | +16.7% | -36.0% | +52.8% | +18.7% |
| 6M | +33.4% | -74.6% | +108.0% | +40.5% |
| YTD | +22.4% | -70.8% | +93.2% | +26.9% |
| 1Y | +27.7% | -75.3% | +103.0% | +33.6% |
| 3Y | +78.0% | -81.6% | +159.6% | +81.5% |
| 5Y | +108.5% | -94.4% | +203.0% | +133.0% |
| All | +88.7% | -93.2% | +181.8% | +109.1% |
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