+6.2%
EMB vs HTZ
-92.5%
+98.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.4% | +8.4% | +0.2% |
| 7D | -0.1% | -14.6% | +14.5% | +0.2% |
| 30D | +1.3% | -20.8% | +22.1% | +1.8% |
| 3M | -2.7% | -18.8% | +16.1% | -2.5% |
| 6M | -2.8% | -74.7% | +71.9% | 0.0% |
| YTD | -1.1% | -68.1% | +67.0% | +0.8% |
| 1Y | 0.0% | -73.5% | +73.5% | +2.4% |
| 3Y | +28.8% | -81.8% | +110.6% | +31.5% |
| 5Y | +6.0% | -95.2% | +101.2% | +12.5% |
| All | +6.2% | -92.5% | +98.7% | +13.6% |
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