+14.9%
VSH vs HTZ
-92.5%
+107.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -8.4% | +14.1% | +7.0% |
| 7D | -12.9% | -14.6% | +1.6% | -10.9% |
| 30D | -36.9% | -20.8% | -16.1% | -34.8% |
| 3M | -28.8% | -18.8% | -9.9% | -27.3% |
| 6M | -30.3% | -74.7% | +44.4% | -18.3% |
| YTD | +62.4% | -68.1% | +130.5% | +82.6% |
| 1Y | +62.5% | -73.5% | +136.0% | +86.7% |
| 3Y | +7.4% | -81.8% | +89.2% | +19.7% |
| 5Y | +25.4% | -95.2% | +120.7% | +59.5% |
| All | +14.9% | -92.5% | +107.5% | +44.3% |
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