+21.9%
VRSK vs HTZ
-93.2%
+115.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +0.8% |
| 7D | +1.6% | -8.5% | +10.1% | +1.7% |
| 30D | +15.1% | -18.9% | +34.0% | +15.2% |
| 3M | +12.1% | -36.0% | +48.1% | +12.5% |
| 6M | +29.4% | -74.6% | +104.0% | +31.7% |
| YTD | -6.4% | -70.8% | +64.5% | -5.4% |
| 1Y | -3.6% | -75.3% | +71.7% | -2.1% |
| 3Y | -10.9% | -81.6% | +70.6% | -10.0% |
| 5Y | -0.5% | -94.4% | +94.0% | +7.1% |
| All | +21.9% | -93.2% | +115.1% | +32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling