+17.7%
ELV vs HTZ
-90.7%
+108.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.5% |
| 7D | +3.2% | -11.3% | +14.5% | +3.6% |
| 30D | +5.4% | -27.1% | +32.5% | +6.3% |
| 3M | +5.4% | -59.5% | +64.9% | +7.6% |
| 6M | +45.7% | -50.5% | +96.2% | +47.4% |
| YTD | +21.2% | -60.3% | +81.5% | +23.3% |
| 1Y | +35.6% | -67.1% | +102.8% | +38.3% |
| 3Y | -2.0% | -87.4% | +85.4% | +4.2% |
| 5Y | +26.0% | -87.2% | +113.2% | +31.7% |
| All | +17.7% | -90.7% | +108.5% | +27.5% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling