-49.4%
VG vs HTZ
-45.0%
-4.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +9.2% | -16.9% | -7.8% |
| 7D | -16.4% | +18.9% | -35.3% | -16.5% |
| 30D | -10.8% | +26.3% | -37.0% | -11.1% |
| 3M | -6.3% | +49.7% | -56.0% | -7.4% |
| 6M | -12.5% | -61.1% | +48.6% | -11.2% |
| YTD | +76.9% | -56.0% | +132.9% | +76.8% |
| 1Y | +51.8% | -66.4% | +118.2% | +53.7% |
| All | -49.4% | -45.0% | -4.4% | -53.2% |
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