+227.8%
VST vs HTZ
-81.0%
+308.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -20.8% | +14.6% | -5.0% |
| 7D | -19.9% | -7.7% | -12.2% | -19.7% |
| 30D | -29.7% | -13.1% | -16.6% | -29.3% |
| 3M | -19.6% | +14.7% | -34.3% | -20.7% |
| 6M | -29.4% | -70.6% | +41.2% | -26.1% |
| YTD | -29.7% | -65.2% | +35.5% | -27.3% |
| 1Y | -40.0% | -73.2% | +33.1% | -37.4% |
| All | +227.8% | -81.0% | +308.8% | +215.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling