+121.2%
VIAV vs HTZ
-90.1%
+211.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -5.0% | +16.2% | +11.7% |
| 7D | +11.3% | -2.5% | +13.8% | +11.5% |
| 30D | -1.0% | -3.7% | +2.7% | -1.0% |
| 3M | -20.5% | -57.0% | +36.5% | -15.9% |
| 6M | +39.0% | -47.0% | +86.0% | +44.1% |
| YTD | +117.5% | -57.5% | +174.9% | +129.0% |
| 1Y | +233.8% | -63.5% | +297.2% | +252.7% |
| 3Y | +295.4% | -86.3% | +381.8% | +352.7% |
| 5Y | +134.3% | -86.8% | +221.0% | +167.9% |
| All | +121.2% | -90.1% | +211.2% | +159.9% |
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