+74.2%
VTRS vs HTZ
-93.0%
+167.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.1% | +4.2% | -1.5% |
| 7D | +9.0% | -14.0% | +22.9% | +9.8% |
| 30D | +19.8% | -19.8% | +39.6% | +21.0% |
| 3M | +29.3% | -45.0% | +74.3% | +33.3% |
| 6M | +22.2% | -73.2% | +95.4% | +31.1% |
| YTD | +69.9% | -70.0% | +140.0% | +79.2% |
| 1Y | +94.4% | -75.7% | +170.1% | +108.2% |
| 3Y | +154.8% | -82.1% | +236.9% | +167.5% |
| 5Y | +80.8% | -94.3% | +175.1% | +111.7% |
| All | +74.2% | -93.0% | +167.2% | +103.1% |
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