-60.2%
ZTS vs HTZ
-95.0%
+34.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +3.7% |
| 7D | -1.0% | -16.4% | +15.4% | 0.0% |
| 30D | +10.8% | -15.1% | +25.9% | +11.8% |
| 3M | +14.1% | -28.2% | +42.3% | +15.6% |
| 6M | +0.8% | -73.1% | +73.8% | +6.6% |
| YTD | -33.1% | -68.3% | +35.2% | -30.1% |
| 1Y | -30.0% | -75.2% | +45.2% | -26.0% |
| 3Y | -49.5% | -81.1% | +31.6% | -47.0% |
| 5Y | -60.2% | -95.0% | +34.8% | -52.7% |
| All | -60.2% | -95.0% | +34.8% | -52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling