+168.3%
VRTX vs HTZ
-91.9%
+260.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -20.8% | +19.6% | -0.6% |
| 7D | +0.5% | -7.7% | +8.2% | +0.6% |
| 30D | +8.0% | -13.1% | +21.1% | +8.3% |
| 3M | +11.9% | +14.7% | -2.8% | +11.2% |
| 6M | +27.8% | -70.6% | +98.4% | +31.0% |
| YTD | +19.7% | -65.2% | +84.8% | +21.8% |
| 1Y | +30.1% | -73.2% | +103.3% | +33.2% |
| 3Y | +44.2% | -80.8% | +125.0% | +48.6% |
| 5Y | +181.3% | -94.8% | +276.1% | +204.1% |
| All | +168.3% | -91.9% | +260.1% | +189.0% |
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