+89.6%
EMR vs HTZ
-94.3%
+183.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.0% | +6.8% | -0.5% |
| 7D | +0.7% | -27.5% | +28.2% | +3.4% |
| 30D | +3.5% | -21.9% | +25.4% | +5.5% |
| 3M | +5.9% | -29.2% | +35.2% | +8.2% |
| 6M | +19.4% | -75.2% | +94.7% | +32.4% |
| YTD | +27.7% | -70.8% | +98.5% | +38.4% |
| 1Y | +30.9% | -76.1% | +107.0% | +44.3% |
| 3Y | +104.2% | -82.5% | +186.7% | +119.3% |
| 5Y | +89.6% | -94.1% | +183.7% | +136.5% |
| All | +89.6% | -94.3% | +183.9% | +136.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling