+82.5%
VIAV vs HTZ
-92.6%
+175.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | -0.6% | +12.9% | +12.4% |
| 7D | +15.0% | -16.4% | +31.4% | +17.1% |
| 30D | -29.7% | -15.1% | -14.5% | -28.7% |
| 3M | -18.3% | -28.2% | +9.9% | -16.1% |
| 6M | -37.6% | -73.1% | +35.5% | -31.1% |
| YTD | +79.5% | -68.3% | +147.7% | +94.0% |
| 1Y | +79.6% | -75.2% | +154.8% | +97.9% |
| 3Y | +310.0% | -81.1% | +391.1% | +341.2% |
| 5Y | +105.9% | -95.0% | +200.9% | +147.2% |
| All | +82.5% | -92.6% | +175.1% | +120.1% |
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