+55.0%
ECL vs HTZ
-91.9%
+146.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -20.8% | +17.9% | -1.9% |
| 7D | +1.7% | -7.7% | +9.4% | +2.0% |
| 30D | +8.9% | -13.1% | +22.0% | +9.5% |
| 3M | +7.4% | +14.7% | -7.3% | +5.8% |
| 6M | +19.3% | -70.6% | +89.9% | +25.4% |
| YTD | +17.4% | -65.2% | +82.6% | +21.5% |
| 1Y | +19.4% | -73.2% | +92.6% | +25.2% |
| 3Y | +80.5% | -80.8% | +161.3% | +88.7% |
| 5Y | +40.2% | -94.8% | +135.0% | +62.5% |
| All | +55.0% | -91.9% | +146.8% | +79.0% |
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