+58.2%
ECL vs HTZ
-86.4%
+144.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.1% |
| 7D | -2.6% | +7.5% | -10.1% | -2.7% |
| 30D | -2.2% | +47.4% | -49.6% | -3.0% |
| 3M | +10.1% | -54.9% | +65.0% | +11.4% |
| 6M | -5.7% | -47.0% | +41.3% | -5.0% |
| YTD | +7.0% | -55.3% | +62.2% | +8.1% |
| 1Y | +2.7% | -57.6% | +60.3% | +3.7% |
| All | +58.2% | -86.4% | +144.7% | +65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling