-23.5%
ELAN vs HTZ
-93.2%
+69.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.0% | +7.7% | +0.4% |
| 7D | +8.9% | -27.5% | +36.4% | +12.0% |
| 30D | +16.8% | -21.9% | +38.6% | +19.0% |
| 3M | +20.1% | -29.2% | +49.4% | +22.6% |
| 6M | +13.2% | -75.2% | +88.4% | +26.8% |
| YTD | +18.3% | -70.8% | +89.1% | +28.8% |
| 1Y | +20.2% | -76.1% | +96.3% | +33.7% |
| 3Y | +150.6% | -82.5% | +233.1% | +171.6% |
| 5Y | -18.9% | -94.1% | +75.2% | +2.4% |
| All | -23.5% | -93.2% | +69.6% | -2.3% |
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 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