+94.0%
EMR vs HTZ
-92.6%
+186.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.0% | +4.5% |
| 7D | +2.1% | -16.4% | +18.6% | +3.6% |
| 30D | +4.8% | -15.1% | +19.9% | +5.9% |
| 3M | +7.5% | -28.2% | +35.7% | +9.6% |
| 6M | +20.9% | -73.1% | +93.9% | +32.5% |
| YTD | +29.2% | -68.3% | +97.5% | +38.7% |
| 1Y | +33.0% | -75.2% | +108.2% | +45.6% |
| 3Y | +109.8% | -81.1% | +190.9% | +121.5% |
| 5Y | +91.9% | -95.0% | +186.9% | +129.1% |
| All | +94.0% | -92.6% | +186.6% | +131.5% |
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