+33.5%
EIX vs HTZ
-92.5%
+126.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -8.4% | +5.9% | -2.1% |
| 7D | +1.0% | -14.6% | +15.6% | +1.6% |
| 30D | +9.1% | -20.8% | +29.9% | +10.0% |
| 3M | -10.2% | -18.8% | +8.6% | -10.1% |
| 6M | -11.2% | -74.7% | +63.4% | -6.4% |
| YTD | +4.5% | -68.1% | +72.6% | +7.9% |
| 1Y | +10.9% | -73.5% | +84.4% | +15.7% |
| 3Y | +8.4% | -81.8% | +90.2% | +11.3% |
| 5Y | +18.0% | -95.2% | +113.2% | +28.9% |
| All | +33.5% | -92.5% | +126.1% | +45.1% |
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