-18.0%
ELF vs HTZ
-58.1%
+40.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +2.0% |
| 7D | +5.4% | +7.5% | -2.1% | +4.6% |
| 30D | +27.0% | +47.4% | -20.5% | +20.9% |
| 3M | +113.2% | -54.9% | +168.1% | +121.0% |
| 6M | +36.6% | -47.0% | +83.6% | +36.9% |
| YTD | +44.2% | -55.3% | +99.5% | +47.4% |
| 1Y | -18.0% | -57.6% | +39.7% | -14.4% |
| All | -18.0% | -58.1% | +40.1% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling