+285.0%
ELF vs HTZ
-94.3%
+379.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.0% | +7.3% | +0.1% |
| 7D | +6.3% | -27.5% | +33.8% | +9.4% |
| 30D | +8.5% | -21.9% | +30.4% | +10.6% |
| 3M | +24.4% | -29.2% | +53.7% | +27.3% |
| 6M | +94.7% | -75.2% | +169.9% | +115.5% |
| YTD | +55.9% | -70.8% | +126.7% | +68.3% |
| 1Y | +48.4% | -76.1% | +124.5% | +63.1% |
| 3Y | +24.6% | -82.5% | +107.1% | +36.8% |
| 5Y | +285.0% | -94.1% | +379.1% | +393.7% |
| All | +285.0% | -94.3% | +379.3% | +393.7% |
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