+39.1%
VTRS vs HTZ
-90.6%
+129.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.6% | -0.3% |
| 7D | -3.5% | -10.4% | +6.9% | -2.8% |
| 30D | +2.1% | -2.4% | +4.5% | +1.9% |
| 3M | +2.6% | -60.9% | +63.5% | +8.0% |
| 6M | +17.8% | -50.2% | +68.0% | +20.8% |
| YTD | +35.7% | -59.7% | +95.4% | +41.2% |
| 1Y | +63.5% | -66.0% | +129.5% | +71.2% |
| 3Y | +85.1% | -87.1% | +172.2% | +108.1% |
| 5Y | +42.5% | -86.9% | +129.4% | +52.1% |
| All | +39.1% | -90.6% | +129.7% | +60.0% |
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