-55.3%
ZTS vs HTZ
-92.5%
+37.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -8.4% | +5.1% | -2.8% |
| 7D | -0.4% | -14.6% | +14.2% | +0.5% |
| 30D | +11.7% | -20.8% | +32.5% | +13.0% |
| 3M | +3.5% | -18.8% | +22.3% | +4.0% |
| 6M | -27.6% | -74.7% | +47.1% | -23.4% |
| YTD | -35.5% | -68.1% | +32.6% | -32.9% |
| 1Y | -32.1% | -73.5% | +41.4% | -28.8% |
| 3Y | -49.1% | -81.8% | +32.7% | -46.9% |
| 5Y | -61.0% | -95.2% | +34.2% | -56.1% |
| All | -55.3% | -92.5% | +37.3% | -49.3% |
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