-22.6%
ELAN vs HTZ
-95.4%
+72.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -8.4% | +17.1% | +9.5% |
| 7D | +11.6% | -14.6% | +26.2% | +13.1% |
| 30D | +15.1% | -20.8% | +35.9% | +17.3% |
| 3M | +6.4% | -18.8% | +25.2% | +7.0% |
| 6M | -1.7% | -74.7% | +73.0% | +11.0% |
| YTD | +13.7% | -68.1% | +81.8% | +23.4% |
| 1Y | +19.6% | -73.5% | +93.1% | +32.4% |
| 3Y | +175.0% | -81.8% | +256.8% | +205.4% |
| All | -22.6% | -95.4% | +72.8% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling