-23.5%
ELAN vs HTZ
-93.2%
+69.7%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +1.3% |
| 7D | +4.0% | -8.5% | +12.6% | +4.8% |
| 30D | +18.8% | -18.9% | +37.7% | +20.6% |
| 3M | +19.0% | -36.0% | +55.0% | +23.1% |
| 6M | +22.8% | -74.6% | +97.4% | +37.2% |
| YTD | +18.3% | -70.8% | +89.2% | +28.8% |
| 1Y | +21.8% | -75.3% | +97.1% | +34.8% |
| 3Y | +153.8% | -81.6% | +235.4% | +172.0% |
| 5Y | -18.9% | -94.4% | +75.5% | +2.4% |
| All | -23.5% | -93.2% | +69.7% | -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