+15.3%
VNQ vs HTZ
-93.0%
+108.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.1% | +5.5% | -0.2% |
| 7D | +0.2% | -14.0% | +14.2% | +1.1% |
| 30D | +5.8% | -19.8% | +25.6% | +7.0% |
| 3M | 0.0% | -45.0% | +45.0% | +3.3% |
| 6M | +1.5% | -73.2% | +74.7% | +8.8% |
| YTD | +12.1% | -70.0% | +82.1% | +18.2% |
| 1Y | +10.6% | -75.7% | +86.3% | +18.3% |
| 3Y | +43.5% | -82.1% | +125.6% | +50.5% |
| 5Y | +6.8% | -94.3% | +101.1% | +23.4% |
| All | +15.3% | -93.0% | +108.3% | +34.7% |
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