+86.0%
VTV vs HTZ
-92.6%
+178.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.0% |
| 7D | -0.5% | -16.4% | +15.9% | +0.3% |
| 30D | +3.1% | -15.1% | +18.2% | +3.7% |
| 3M | +1.8% | -28.2% | +30.0% | +3.0% |
| 6M | +10.9% | -73.1% | +83.9% | +16.9% |
| YTD | +20.9% | -68.3% | +89.1% | +25.6% |
| 1Y | +24.6% | -75.2% | +99.9% | +31.2% |
| 3Y | +78.6% | -81.1% | +159.7% | +84.4% |
| 5Y | +76.4% | -95.0% | +171.4% | +96.8% |
| All | +86.0% | -92.6% | +178.6% | +106.9% |
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