+76.5%
VUG vs HTZ
-92.5%
+169.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.4% | +9.3% | +1.5% |
| 7D | -3.4% | -14.6% | +11.2% | -2.5% |
| 30D | -11.1% | -20.8% | +9.7% | -9.9% |
| 3M | -7.2% | -18.8% | +11.6% | -6.7% |
| 6M | -4.1% | -74.7% | +70.6% | +3.2% |
| YTD | +1.4% | -68.1% | +69.5% | +6.5% |
| 1Y | +1.9% | -73.5% | +75.4% | +8.3% |
| 3Y | +77.7% | -81.8% | +159.6% | +87.5% |
| 5Y | +57.6% | -95.2% | +152.8% | +89.0% |
| All | +76.5% | -92.5% | +169.1% | +108.9% |
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