+3.9%
VCIT vs HTZ
-92.5%
+96.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.3% | -9.3% | -0.1% |
| 7D | -0.5% | -27.4% | +26.9% | -0.2% |
| 30D | +1.5% | -11.4% | +12.8% | +1.5% |
| 3M | -1.0% | -33.1% | +32.1% | -0.6% |
| 6M | -1.7% | -73.5% | +71.8% | -0.5% |
| YTD | -1.4% | -68.1% | +66.7% | -0.5% |
| 1Y | -0.9% | -74.3% | +73.4% | +0.1% |
| 3Y | +19.8% | -80.9% | +100.7% | +20.6% |
| 5Y | +4.6% | -93.8% | +98.4% | +6.6% |
| All | +3.9% | -92.5% | +96.4% | +6.4% |
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