+18.6%
D vs HTZ
-91.9%
+110.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -20.8% | +20.6% | +0.2% |
| 7D | +6.9% | -7.7% | +14.7% | +7.0% |
| 30D | +12.3% | -13.1% | +25.4% | +12.5% |
| 3M | +3.0% | +14.7% | -11.7% | +2.6% |
| 6M | +12.8% | -70.6% | +83.4% | +14.9% |
| YTD | +22.6% | -65.2% | +87.7% | +24.1% |
| 1Y | +21.7% | -73.2% | +94.8% | +23.8% |
| 3Y | +83.9% | -80.8% | +164.7% | +86.6% |
| 5Y | +14.0% | -94.8% | +108.8% | +16.3% |
| All | +18.6% | -91.9% | +110.5% | +22.5% |
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 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