+65.4%
VT vs HTZ
-90.6%
+156.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.2% | -6.1% | -0.3% |
| 7D | -1.6% | +4.0% | -5.6% | -1.9% |
| 30D | -2.5% | +17.6% | -20.1% | -3.6% |
| 3M | -1.3% | +35.3% | -36.6% | -3.9% |
| 6M | +3.1% | -66.3% | +69.4% | +8.4% |
| YTD | +10.9% | -59.7% | +70.7% | +14.6% |
| 1Y | +12.1% | -58.1% | +70.2% | +14.7% |
| 3Y | +73.9% | -77.8% | +151.7% | +80.3% |
| 5Y | +58.0% | -93.5% | +151.5% | +79.0% |
| All | +65.4% | -90.6% | +156.0% | +87.0% |
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