-100.0%
VIVK vs HTZ
-82.6%
-17.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +34.1% | -8.4% | +42.5% | +34.7% |
| 7D | -42.9% | -14.6% | -28.4% | -42.3% |
| 30D | -88.6% | -20.8% | -67.8% | -88.4% |
| 3M | -97.7% | -18.8% | -78.9% | -97.7% |
| 6M | -99.9% | -74.7% | -25.2% | -99.9% |
| YTD | -99.9% | -68.1% | -31.8% | -99.9% |
| 1Y | -100.0% | -73.5% | -26.5% | -100.0% |
| 3Y | -100.0% | -81.8% | -18.2% | -100.0% |
| All | -100.0% | -82.6% | -17.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling