+91.2%
EMR vs HTZ
-92.5%
+183.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +9.3% | -9.6% | -1.1% |
| 7D | -2.0% | -27.4% | +25.5% | +0.5% |
| 30D | +2.8% | -11.4% | +14.2% | +3.5% |
| 3M | +2.0% | -33.1% | +35.0% | +4.6% |
| 6M | +20.7% | -73.5% | +94.2% | +32.5% |
| YTD | +27.3% | -68.1% | +95.4% | +36.5% |
| 1Y | +31.0% | -74.3% | +105.3% | +42.9% |
| 3Y | +103.6% | -80.9% | +184.5% | +114.5% |
| 5Y | +88.6% | -93.8% | +182.4% | +122.3% |
| All | +91.2% | -92.5% | +183.8% | +127.8% |
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