+16.3%
VNQ vs HTZ
-92.6%
+108.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.7% |
| 7D | +2.4% | -16.4% | +18.8% | +3.4% |
| 30D | +7.3% | -15.1% | +22.4% | +8.2% |
| 3M | -0.3% | -28.2% | +27.9% | +1.1% |
| 6M | +2.5% | -73.1% | +75.5% | +9.9% |
| YTD | +13.1% | -68.3% | +81.4% | +18.9% |
| 1Y | +11.9% | -75.2% | +87.1% | +19.7% |
| 3Y | +46.2% | -81.1% | +127.3% | +52.9% |
| 5Y | +7.4% | -95.0% | +102.4% | +24.0% |
| All | +16.3% | -92.6% | +108.9% | +35.5% |
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