-2.6%
VEEV vs HTZ
-93.2%
+90.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.0% | +7.7% | +0.2% |
| 7D | +0.8% | -27.5% | +28.3% | +2.7% |
| 30D | +3.2% | -21.9% | +25.1% | +4.5% |
| 3M | +30.2% | -29.2% | +59.4% | +32.0% |
| 6M | +83.7% | -75.2% | +158.9% | +97.9% |
| YTD | +36.9% | -70.8% | +107.7% | +44.1% |
| 1Y | +3.3% | -76.1% | +79.4% | +10.5% |
| 3Y | +85.1% | -82.5% | +167.6% | +92.6% |
| 5Y | -2.6% | -94.1% | +91.5% | +16.3% |
| All | -2.6% | -93.2% | +90.6% | +17.1% |
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