+13.7%
VNQ vs HTZ
-90.1%
+103.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.0% | +4.9% | +0.2% |
| 7D | -0.4% | -2.5% | +2.1% | -0.2% |
| 30D | -2.5% | -3.7% | +1.2% | -2.7% |
| 3M | +1.4% | -57.0% | +58.4% | +5.7% |
| 6M | +4.6% | -47.0% | +51.5% | +6.7% |
| YTD | +10.5% | -57.5% | +68.0% | +14.4% |
| 1Y | +8.4% | -63.5% | +71.9% | +12.6% |
| 3Y | +32.4% | -86.3% | +118.8% | +47.7% |
| 5Y | +5.5% | -86.8% | +92.2% | +18.5% |
| All | +13.7% | -90.1% | +103.8% | +30.4% |
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