+58.4%
VEA vs HTZ
-92.6%
+151.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.0% |
| 7D | +0.4% | -16.4% | +16.8% | +1.4% |
| 30D | -0.7% | -15.1% | +14.5% | +0.1% |
| 3M | -3.9% | -28.2% | +24.3% | -2.6% |
| 6M | -0.6% | -73.1% | +72.5% | +5.8% |
| YTD | +12.9% | -68.3% | +81.2% | +18.2% |
| 1Y | +18.4% | -75.2% | +93.6% | +25.6% |
| 3Y | +75.3% | -81.1% | +156.4% | +82.0% |
| 5Y | +54.3% | -95.0% | +149.3% | +74.2% |
| All | +58.4% | -92.6% | +151.0% | +80.0% |
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