+17.2%
ELV vs HTZ
-90.7%
+107.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +6.9% | +5.5% |
| 7D | +2.8% | -11.3% | +14.1% | +3.1% |
| 30D | +4.9% | -27.1% | +32.0% | +5.8% |
| 3M | +4.9% | -59.5% | +64.4% | +7.1% |
| 6M | +45.1% | -50.5% | +95.6% | +46.7% |
| YTD | +20.7% | -60.3% | +81.0% | +22.8% |
| 1Y | +35.0% | -67.1% | +102.2% | +37.7% |
| 3Y | -2.4% | -87.4% | +85.0% | +3.7% |
| 5Y | +25.5% | -87.2% | +112.6% | +31.1% |
| All | +17.2% | -90.7% | +107.9% | +27.0% |
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