+88.4%
VIAV vs HTZ
-92.5%
+180.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +9.3% | -2.9% | +5.4% |
| 7D | +12.3% | -27.4% | +39.8% | +16.0% |
| 30D | -21.0% | -11.4% | -9.6% | -20.2% |
| 3M | -14.1% | -33.1% | +19.0% | -11.1% |
| 6M | -39.9% | -73.5% | +33.6% | -33.6% |
| YTD | +85.2% | -68.1% | +153.3% | +100.0% |
| 1Y | +84.3% | -74.3% | +158.5% | +102.4% |
| 3Y | +320.9% | -80.9% | +401.8% | +352.1% |
| 5Y | +117.5% | -93.8% | +211.3% | +159.6% |
| All | +88.4% | -92.5% | +180.9% | +127.0% |
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 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