+303.8%
ELF vs HTZ
-89.5%
+393.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +21.4% |
| 3M | +113.2% | -54.9% | +168.1% | +123.7% |
| 6M | +36.6% | -47.0% | +83.6% | +40.0% |
| YTD | +44.2% | -55.3% | +99.5% | +50.2% |
| 1Y | -18.0% | -57.6% | +39.7% | -14.7% |
| 3Y | -19.9% | -86.6% | +66.7% | -7.3% |
| 5Y | +257.7% | -86.1% | +343.8% | +296.5% |
| All | +303.8% | -89.5% | +393.3% | +378.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling