-51.4%
VG vs HTZ
-56.4%
+5.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -20.8% | +16.8% | -3.7% |
| 7D | -22.0% | -7.7% | -14.3% | -21.9% |
| 30D | -14.7% | -13.1% | -1.6% | -14.6% |
| 3M | -7.1% | +14.7% | -21.8% | -7.9% |
| 6M | -11.2% | -70.6% | +59.4% | -9.4% |
| YTD | +69.8% | -65.2% | +135.0% | +70.2% |
| 1Y | +49.9% | -73.2% | +123.0% | +52.1% |
| All | -51.4% | -56.4% | +5.0% | -55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling