+610.8%
VRT vs HTZ
-93.2%
+704.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -8.0% | +4.9% | -2.1% |
| 7D | -17.7% | -27.5% | +9.8% | -14.4% |
| 30D | -20.0% | -21.9% | +1.9% | -17.8% |
| 3M | -28.1% | -29.2% | +1.2% | -25.7% |
| 6M | -42.8% | -75.2% | +32.4% | -34.0% |
| YTD | +20.0% | -70.8% | +90.8% | +34.3% |
| 1Y | +3.5% | -76.1% | +79.6% | +18.6% |
| 3Y | +366.1% | -82.5% | +448.6% | +408.2% |
| 5Y | +632.2% | -94.1% | +726.3% | +949.6% |
| All | +610.8% | -93.2% | +704.0% | +921.7% |
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