+663.5%
VST vs HTZ
-93.2%
+756.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.0% | +5.9% | -1.4% |
| 7D | -6.0% | -27.5% | +21.5% | -3.9% |
| 30D | -18.8% | -21.9% | +3.1% | -17.6% |
| 3M | -8.0% | -29.2% | +21.2% | -6.3% |
| 6M | -10.9% | -75.2% | +64.3% | -3.2% |
| YTD | -18.3% | -70.8% | +52.5% | -13.0% |
| 1Y | -29.9% | -76.1% | +46.2% | -24.4% |
| 3Y | +290.3% | -82.5% | +372.8% | +303.1% |
| 5Y | +635.3% | -94.1% | +729.4% | +750.5% |
| All | +663.5% | -93.2% | +756.7% | +785.1% |
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