-100.0%
VIVK vs HTZ
-92.6%
-7.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.6% | -0.6% | -22.9% | -23.5% |
| 7D | -44.2% | -16.4% | -27.8% | -43.2% |
| 30D | -90.0% | -15.1% | -74.9% | -89.8% |
| 3M | -98.0% | -28.2% | -69.8% | -97.9% |
| 6M | -99.9% | -73.1% | -26.9% | -99.9% |
| YTD | -99.9% | -68.3% | -31.6% | -99.9% |
| 1Y | -100.0% | -75.2% | -24.8% | -100.0% |
| 3Y | -100.0% | -81.1% | -18.9% | -100.0% |
| 5Y | -100.0% | -95.0% | -5.0% | -100.0% |
| All | -100.0% | -92.6% | -7.4% | -100.0% |
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