+59.8%
ENB vs HTZ
-92.5%
+152.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -8.4% | +5.8% | -2.2% |
| 7D | -5.2% | -14.6% | +9.4% | -4.8% |
| 30D | +2.2% | -20.8% | +23.0% | +2.8% |
| 3M | -8.1% | -18.8% | +10.8% | -7.8% |
| 6M | -11.2% | -74.7% | +63.5% | -7.3% |
| YTD | +2.0% | -68.1% | +70.1% | +4.8% |
| 1Y | +4.1% | -73.5% | +77.5% | +7.8% |
| 3Y | +64.7% | -81.8% | +146.6% | +69.9% |
| 5Y | +46.6% | -95.2% | +141.8% | +63.8% |
| All | +59.8% | -92.5% | +152.3% | +75.5% |
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