+35.4%
EIX vs HTZ
-93.2%
+128.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.0% | +8.1% | +0.4% |
| 7D | +1.0% | -27.5% | +28.5% | +2.3% |
| 30D | +8.9% | -21.9% | +30.7% | +9.8% |
| 3M | -9.8% | -29.2% | +19.5% | -9.1% |
| 6M | -10.2% | -75.2% | +65.0% | -5.4% |
| YTD | +5.9% | -70.8% | +76.8% | +9.9% |
| 1Y | +10.9% | -76.1% | +87.0% | +16.3% |
| 3Y | +10.2% | -82.5% | +92.7% | +13.1% |
| 5Y | +17.0% | -94.1% | +111.1% | +27.4% |
| All | +35.4% | -93.2% | +128.6% | +47.7% |
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