+6.2%
EMB vs HTZ
-91.9%
+98.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -20.8% | +20.3% | 0.0% |
| 7D | -0.3% | -7.7% | +7.4% | -0.2% |
| 30D | +1.1% | -13.1% | +14.2% | +1.4% |
| 3M | -2.9% | +14.7% | -17.7% | -3.7% |
| 6M | -2.1% | -70.6% | +68.5% | +0.4% |
| YTD | -1.1% | -65.2% | +64.1% | +0.6% |
| 1Y | +0.3% | -73.2% | +73.5% | +2.8% |
| 3Y | +27.7% | -80.8% | +108.5% | +30.4% |
| 5Y | +6.0% | -94.8% | +100.8% | +12.3% |
| All | +6.2% | -91.9% | +98.1% | +13.4% |
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