+64.0%
ENB vs HTZ
-93.0%
+157.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.1% | +6.5% | +0.6% |
| 7D | 0.0% | -14.0% | +14.0% | +0.5% |
| 30D | +1.4% | -19.8% | +21.2% | +2.0% |
| 3M | -5.2% | -45.0% | +39.8% | -3.5% |
| 6M | -9.9% | -73.2% | +63.3% | -6.3% |
| YTD | +4.7% | -70.0% | +74.7% | +7.8% |
| 1Y | +2.8% | -75.7% | +78.5% | +6.8% |
| 3Y | +71.3% | -82.1% | +153.4% | +76.1% |
| 5Y | +58.6% | -94.3% | +152.9% | +75.9% |
| All | +64.0% | -93.0% | +157.0% | +80.4% |
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