+86.9%
V vs HTZ
-92.5%
+179.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.4% | +8.4% | +0.4% |
| 7D | +2.2% | -14.6% | +16.8% | +2.9% |
| 30D | +13.6% | -20.8% | +34.4% | +14.6% |
| 3M | +14.3% | -18.8% | +33.1% | +14.7% |
| 6M | +33.1% | -74.7% | +107.8% | +40.3% |
| YTD | +21.2% | -68.1% | +89.3% | +25.3% |
| 1Y | +26.4% | -73.5% | +99.9% | +32.0% |
| 3Y | +77.6% | -81.8% | +159.4% | +82.7% |
| 5Y | +102.6% | -95.2% | +197.8% | +125.4% |
| All | +86.9% | -92.5% | +179.5% | +106.4% |
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