+150.9%
VGT vs HTZ
-90.1%
+241.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.0% | +4.8% | +0.2% |
| 7D | +1.8% | -2.5% | +4.3% | +2.0% |
| 30D | -0.3% | -3.7% | +3.4% | -0.5% |
| 3M | +3.4% | -57.0% | +60.4% | +8.1% |
| 6M | +35.0% | -47.0% | +81.9% | +37.8% |
| YTD | +28.8% | -57.5% | +86.2% | +33.6% |
| 1Y | +38.0% | -63.5% | +101.4% | +43.6% |
| 3Y | +125.8% | -86.3% | +212.1% | +159.7% |
| 5Y | +134.7% | -86.8% | +221.5% | +175.4% |
| All | +150.9% | -90.1% | +241.0% | +195.1% |
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