+85.8%
EMR vs HTZ
-92.5%
+178.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.4% | +8.2% | +0.6% |
| 7D | -1.6% | -14.6% | +13.0% | -0.4% |
| 30D | +2.0% | -20.8% | +22.7% | +3.7% |
| 3M | +3.8% | -18.8% | +22.6% | +4.6% |
| 6M | +10.5% | -74.7% | +85.2% | +22.0% |
| YTD | +23.7% | -68.1% | +91.8% | +32.8% |
| 1Y | +25.4% | -73.5% | +98.9% | +36.5% |
| 3Y | +86.6% | -81.8% | +168.4% | +98.1% |
| 5Y | +83.0% | -95.2% | +178.2% | +119.1% |
| All | +85.8% | -92.5% | +178.4% | +121.6% |
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