+74.9%
VUG vs HTZ
-91.9%
+166.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -20.8% | +15.3% | -4.1% |
| 7D | -7.1% | -7.7% | +0.6% | -6.7% |
| 30D | -12.1% | -13.1% | +1.0% | -11.5% |
| 3M | -8.1% | +14.7% | -22.9% | -9.9% |
| 6M | -3.2% | -70.6% | +67.4% | +3.2% |
| YTD | +0.5% | -65.2% | +65.6% | +5.0% |
| 1Y | -0.7% | -73.2% | +72.5% | +5.6% |
| 3Y | +77.1% | -80.8% | +158.0% | +86.9% |
| 5Y | +56.2% | -94.8% | +151.0% | +86.3% |
| All | +74.9% | -91.9% | +166.8% | +105.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling