+569.3%
VRT vs HTZ
-92.5%
+661.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -8.4% | +11.8% | +4.6% |
| 7D | -21.4% | -14.6% | -6.8% | -19.9% |
| 30D | -25.8% | -20.8% | -5.0% | -23.9% |
| 3M | -33.5% | -18.8% | -14.7% | -32.7% |
| 6M | -49.0% | -74.7% | +25.7% | -41.2% |
| YTD | +12.9% | -68.1% | +81.0% | +25.0% |
| 1Y | 0.0% | -73.5% | +73.5% | +13.0% |
| 3Y | +361.8% | -81.8% | +443.6% | +406.3% |
| 5Y | +565.1% | -95.2% | +660.4% | +849.5% |
| All | +569.3% | -92.5% | +661.8% | +851.1% |
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