+464.2%
VLO vs HTZ
-89.5%
+553.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | +5.2% | +7.5% | -2.3% | +4.8% |
| 30D | +22.6% | +47.4% | -24.8% | +19.1% |
| 3M | +43.8% | -54.9% | +98.7% | +48.9% |
| 6M | +65.7% | -47.0% | +112.7% | +67.8% |
| YTD | +131.1% | -55.3% | +186.4% | +136.7% |
| 1Y | +143.6% | -57.6% | +201.3% | +148.0% |
| 3Y | +201.4% | -86.6% | +288.0% | +233.4% |
| 5Y | +568.9% | -86.1% | +655.0% | +585.1% |
| All | +464.2% | -89.5% | +553.7% | +514.9% |
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