+43.9%
VSH vs HTZ
-92.5%
+136.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +9.3% | -0.6% | +7.4% |
| 7D | +12.8% | -27.4% | +40.2% | +18.2% |
| 30D | -9.0% | -11.4% | +2.3% | -7.6% |
| 3M | -12.2% | -33.1% | +20.9% | -7.9% |
| 6M | -15.9% | -73.5% | +57.6% | -2.1% |
| YTD | +103.2% | -68.1% | +171.3% | +128.4% |
| 1Y | +108.4% | -74.3% | +182.7% | +140.5% |
| 3Y | +41.6% | -80.9% | +122.4% | +56.4% |
| 5Y | +54.6% | -93.8% | +148.4% | +93.9% |
| All | +43.9% | -92.5% | +136.4% | +80.5% |
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 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