+304.5%
ELF vs HTZ
-91.9%
+396.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -20.8% | +17.5% | -1.3% |
| 7D | -2.7% | -7.7% | +5.0% | -2.2% |
| 30D | +6.9% | -13.1% | +20.0% | +7.9% |
| 3M | +27.2% | +14.7% | +12.4% | +23.9% |
| 6M | +84.9% | -70.6% | +155.5% | +101.0% |
| YTD | +44.5% | -65.2% | +109.6% | +53.3% |
| 1Y | -6.8% | -73.2% | +66.4% | +1.5% |
| 3Y | +14.2% | -80.8% | +95.1% | +23.0% |
| 5Y | +250.6% | -94.8% | +345.4% | +330.4% |
| All | +304.5% | -91.9% | +396.3% | +388.5% |
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