+769.3%
VST vs HTZ
-85.9%
+855.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.4% |
| 7D | +8.9% | +7.5% | +1.4% | +8.3% |
| 30D | +6.2% | +47.4% | -41.2% | +2.5% |
| 3M | -2.7% | -54.9% | +52.2% | +1.3% |
| 6M | -8.4% | -47.0% | +38.7% | -6.2% |
| YTD | -7.2% | -55.3% | +48.1% | -4.0% |
| 1Y | -20.9% | -57.6% | +36.7% | -18.6% |
| 3Y | +384.0% | -86.6% | +470.6% | +436.5% |
| All | +769.3% | -85.9% | +855.2% | +824.5% |
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 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