+18.6%
VSH vs HTZ
-94.7%
+113.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | -20.8% | +6.0% | -11.6% |
| 7D | -25.2% | -7.7% | -17.4% | -24.2% |
| 30D | -41.8% | -13.1% | -28.7% | -40.6% |
| 3M | -33.4% | +14.7% | -48.2% | -35.7% |
| 6M | -31.0% | -70.6% | +39.6% | -20.3% |
| YTD | +53.6% | -65.2% | +118.8% | +71.4% |
| 1Y | +46.3% | -73.2% | +119.5% | +68.7% |
| 3Y | -1.0% | -80.8% | +79.9% | +11.7% |
| 5Y | +18.6% | -94.8% | +113.4% | +52.3% |
| All | +18.6% | -94.7% | +113.4% | +52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling