+55.1%
ECL vs HTZ
-93.2%
+148.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.0% | +7.7% | +0.2% |
| 7D | +0.4% | -27.5% | +28.0% | +2.0% |
| 30D | +8.6% | -21.9% | +30.5% | +9.7% |
| 3M | +7.9% | -29.2% | +37.1% | +9.2% |
| 6M | +21.0% | -75.2% | +96.2% | +28.2% |
| YTD | +17.5% | -70.8% | +88.3% | +22.7% |
| 1Y | +19.7% | -76.1% | +95.8% | +26.2% |
| 3Y | +77.4% | -82.5% | +159.9% | +84.7% |
| 5Y | +38.7% | -94.1% | +132.8% | +61.3% |
| All | +55.1% | -93.2% | +148.3% | +80.6% |
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 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