-31.5%
ELAN vs HTZ
-90.1%
+58.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.0% | +2.8% | -1.7% |
| 7D | +0.3% | -2.5% | +2.7% | +0.5% |
| 30D | +8.4% | -3.7% | +12.1% | +8.1% |
| 3M | +1.2% | -57.0% | +58.2% | +7.8% |
| 6M | +2.6% | -47.0% | +49.6% | +6.1% |
| YTD | +5.9% | -57.5% | +63.4% | +12.0% |
| 1Y | +25.8% | -63.5% | +89.3% | +33.5% |
| 3Y | +106.8% | -86.3% | +193.2% | +146.1% |
| 5Y | -29.3% | -86.8% | +57.5% | -15.2% |
| All | -31.5% | -90.1% | +58.6% | -15.1% |
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