+327.6%
ELF vs HTZ
-92.5%
+420.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -8.4% | +14.1% | +6.5% |
| 7D | +4.0% | -14.6% | +18.6% | +5.3% |
| 30D | +10.6% | -20.8% | +31.4% | +12.5% |
| 3M | +25.8% | -18.8% | +44.6% | +26.9% |
| 6M | +89.1% | -74.7% | +163.8% | +108.5% |
| YTD | +52.7% | -68.1% | +120.8% | +63.4% |
| 1Y | +51.7% | -73.5% | +125.2% | +64.7% |
| 3Y | +14.2% | -81.8% | +96.0% | +23.2% |
| 5Y | +270.7% | -95.2% | +365.9% | +358.5% |
| All | +327.6% | -92.5% | +420.2% | +420.4% |
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 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