+600.1%
VST vs HTZ
-89.7%
+689.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +9.2% | -23.0% | -14.5% |
| 7D | -15.7% | +18.9% | -34.7% | -17.0% |
| 30D | -17.0% | +26.3% | -43.2% | -18.7% |
| 3M | -15.9% | +49.7% | -65.5% | -19.3% |
| 6M | -25.0% | -61.1% | +36.1% | -21.2% |
| YTD | -25.1% | -56.0% | +30.9% | -22.6% |
| 1Y | -34.9% | -66.4% | +31.6% | -31.5% |
| 3Y | +252.7% | -75.8% | +328.5% | +257.8% |
| 5Y | +582.3% | -93.1% | +675.4% | +681.8% |
| All | +600.1% | -89.7% | +689.8% | +687.5% |
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