-63.7%
W vs HTZ
-92.5%
+28.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.4% | +6.9% | +0.4% |
| 7D | -3.6% | -14.6% | +11.0% | -0.5% |
| 30D | +7.0% | -20.8% | +27.7% | +11.9% |
| 3M | +7.4% | -18.8% | +26.2% | +9.6% |
| 6M | +69.3% | -74.7% | +144.0% | +114.4% |
| YTD | +11.3% | -68.1% | +79.4% | +29.3% |
| 1Y | +13.2% | -73.5% | +86.7% | +37.3% |
| 3Y | +142.0% | -81.8% | +223.8% | +179.0% |
| 5Y | -54.6% | -95.2% | +40.6% | -27.4% |
| All | -63.7% | -92.5% | +28.9% | -43.0% |
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