+427.3%
VLO vs HTZ
-92.5%
+519.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.4% | +7.0% | -0.9% |
| 7D | -13.3% | -14.6% | +1.3% | -12.7% |
| 30D | -18.3% | -20.8% | +2.5% | -17.5% |
| 3M | +14.3% | -18.8% | +33.2% | +14.6% |
| 6M | +47.6% | -74.7% | +122.3% | +57.6% |
| YTD | +116.0% | -68.1% | +184.1% | +124.4% |
| 1Y | +101.0% | -73.5% | +174.5% | +111.4% |
| 3Y | +199.0% | -81.8% | +280.8% | +208.1% |
| 5Y | +419.0% | -95.2% | +514.3% | +508.3% |
| All | +427.3% | -92.5% | +519.8% | +482.8% |
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