-62.0%
W vs HTZ
-92.6%
+30.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.2% | +4.7% |
| 7D | +3.3% | -16.4% | +19.7% | +7.2% |
| 30D | +10.5% | -15.1% | +25.6% | +14.0% |
| 3M | +9.6% | -28.2% | +37.8% | +15.2% |
| 6M | +76.4% | -73.1% | +149.4% | +119.9% |
| YTD | +16.4% | -68.3% | +84.7% | +35.4% |
| 1Y | +9.3% | -75.2% | +84.6% | +34.9% |
| 3Y | +172.8% | -81.1% | +253.9% | +209.0% |
| 5Y | -53.4% | -95.0% | +41.6% | -25.1% |
| All | -62.0% | -92.6% | +30.6% | -40.3% |
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