+126.6%
B vs HTZ
-91.9%
+218.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -20.8% | +21.3% | +1.4% |
| 7D | +4.3% | -7.7% | +12.1% | +4.6% |
| 30D | -0.9% | -13.1% | +12.2% | -0.5% |
| 3M | -1.4% | +14.7% | -16.1% | -2.4% |
| 6M | +5.0% | -70.6% | +75.6% | +8.5% |
| YTD | -5.8% | -65.2% | +59.3% | -3.3% |
| 1Y | +25.6% | -73.2% | +98.8% | +29.5% |
| 3Y | +161.6% | -80.8% | +242.4% | +168.8% |
| 5Y | +135.2% | -94.8% | +230.0% | +144.4% |
| All | +126.6% | -91.9% | +218.4% | +139.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling