+52.4%
ECL vs HTZ
-92.5%
+144.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -8.4% | +6.7% | -1.3% |
| 7D | -0.8% | -14.6% | +13.8% | -0.1% |
| 30D | +8.1% | -20.8% | +28.9% | +9.2% |
| 3M | +6.4% | -18.8% | +25.2% | +6.8% |
| 6M | +14.8% | -74.7% | +89.5% | +21.6% |
| YTD | +15.5% | -68.1% | +83.6% | +20.0% |
| 1Y | +20.1% | -73.5% | +93.6% | +26.0% |
| 3Y | +77.8% | -81.8% | +159.6% | +85.7% |
| 5Y | +37.9% | -95.2% | +133.1% | +60.5% |
| All | +52.4% | -92.5% | +144.9% | +76.7% |
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 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