+88.2%
VTV vs HTZ
-92.5%
+180.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.3% | -8.3% | +0.6% |
| 7D | -0.4% | -27.4% | +27.0% | +1.1% |
| 30D | +3.9% | -11.4% | +15.2% | +4.3% |
| 3M | +2.6% | -33.1% | +35.6% | +4.1% |
| 6M | +11.5% | -73.5% | +85.0% | +17.7% |
| YTD | +22.3% | -68.1% | +90.4% | +27.0% |
| 1Y | +24.5% | -74.3% | +98.8% | +30.7% |
| 3Y | +78.8% | -80.9% | +159.7% | +84.3% |
| 5Y | +78.6% | -93.8% | +172.4% | +98.3% |
| All | +88.2% | -92.5% | +180.7% | +109.1% |
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