+86.1%
EMR vs HTZ
-91.9%
+178.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -20.8% | +16.2% | -2.8% |
| 7D | -4.8% | -7.7% | +3.0% | -4.2% |
| 30D | +0.7% | -13.1% | +13.9% | +1.7% |
| 3M | +0.4% | +14.7% | -14.3% | -2.2% |
| 6M | +18.4% | -70.6% | +89.0% | +28.9% |
| YTD | +23.9% | -65.2% | +89.1% | +32.0% |
| 1Y | +24.7% | -73.2% | +97.9% | +35.6% |
| 3Y | +86.4% | -80.8% | +167.2% | +97.4% |
| 5Y | +83.3% | -94.8% | +178.1% | +117.9% |
| All | +86.1% | -91.9% | +178.0% | +120.3% |
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