-10.1%
VRSK vs HTZ
-87.1%
+77.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.3% | +6.7% | +1.5% |
| 7D | -5.4% | -10.4% | +5.0% | -5.2% |
| 30D | -1.8% | -2.4% | +0.6% | -1.9% |
| 3M | -2.2% | -60.9% | +58.6% | -1.0% |
| 6M | -14.9% | -50.2% | +35.3% | -14.8% |
| YTD | -20.0% | -59.7% | +39.7% | -19.4% |
| 1Y | -33.1% | -66.0% | +32.9% | -32.5% |
| 3Y | -25.6% | -87.1% | +61.4% | -20.4% |
| 5Y | -10.1% | -86.9% | +76.7% | -4.6% |
| All | -10.1% | -87.1% | +77.0% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling