+25.6%
EIX vs HTZ
-89.5%
+115.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.8% |
| 7D | -19.1% | +7.5% | -26.6% | -19.4% |
| 30D | -16.9% | +47.4% | -64.3% | -19.0% |
| 3M | -20.0% | -54.9% | +34.9% | -17.8% |
| 6M | -21.3% | -47.0% | +25.7% | -20.3% |
| YTD | -1.7% | -55.3% | +53.5% | +0.3% |
| 1Y | +9.6% | -57.6% | +67.2% | +11.4% |
| 3Y | -3.7% | -86.6% | +82.9% | +2.7% |
| 5Y | +22.6% | -86.1% | +108.7% | +28.8% |
| All | +25.6% | -89.5% | +115.2% | +34.9% |
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