-64.7%
XYZ vs HTZ
-92.5%
+27.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -8.4% | +10.1% | +3.2% |
| 7D | +12.1% | -14.6% | +26.7% | +14.9% |
| 30D | +12.4% | -20.8% | +33.1% | +16.4% |
| 3M | +8.2% | -18.8% | +27.0% | +9.7% |
| 6M | +20.7% | -74.7% | +95.4% | +46.3% |
| YTD | +31.3% | -68.1% | +99.4% | +48.7% |
| 1Y | +20.5% | -73.5% | +94.0% | +41.1% |
| 3Y | +72.6% | -81.8% | +154.4% | +93.3% |
| 5Y | -64.0% | -95.2% | +31.2% | -43.2% |
| All | -64.7% | -92.5% | +27.9% | -45.8% |
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