+38.3%
EIX vs HTZ
-89.7%
+128.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.2% | -6.1% | +2.7% |
| 7D | +4.5% | +18.9% | -14.4% | +3.7% |
| 30D | +15.2% | +26.3% | -11.0% | +13.9% |
| 3M | -11.6% | +49.7% | -61.3% | -14.1% |
| 6M | -8.4% | -61.1% | +52.7% | -5.2% |
| YTD | +8.2% | -56.0% | +64.2% | +10.4% |
| 1Y | +16.6% | -66.4% | +83.0% | +20.8% |
| 3Y | +12.0% | -75.8% | +87.7% | +13.8% |
| 5Y | +24.1% | -93.1% | +117.2% | +33.6% |
| All | +38.3% | -89.7% | +128.0% | +48.3% |
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