+132.4%
VGT vs HTZ
-92.6%
+225.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.2% |
| 7D | -1.6% | -16.4% | +14.8% | -0.4% |
| 30D | -12.5% | -15.1% | +2.6% | -11.6% |
| 3M | -7.7% | -28.2% | +20.5% | -6.1% |
| 6M | -0.2% | -73.1% | +72.9% | +7.7% |
| YTD | +19.3% | -68.3% | +87.5% | +26.0% |
| 1Y | +18.2% | -75.2% | +93.4% | +27.0% |
| 3Y | +109.6% | -81.1% | +190.8% | +120.2% |
| 5Y | +105.5% | -95.0% | +200.5% | +148.4% |
| All | +132.4% | -92.6% | +225.0% | +178.3% |
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