+12.2%
D vs HTZ
-89.5%
+101.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.4% |
| 7D | +1.5% | +7.5% | -6.0% | +1.3% |
| 30D | -2.6% | +47.4% | -50.0% | -3.3% |
| 3M | 0.0% | -54.9% | +54.9% | +1.2% |
| 6M | +7.4% | -47.0% | +54.4% | +8.0% |
| YTD | +15.9% | -55.3% | +71.1% | +16.9% |
| 1Y | +18.1% | -57.6% | +75.8% | +19.0% |
| 3Y | +58.4% | -86.6% | +145.0% | +62.8% |
| 5Y | +5.2% | -86.1% | +91.3% | +9.0% |
| All | +12.2% | -89.5% | +101.7% | +15.5% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling