+70.7%
ENB vs HTZ
-89.5%
+160.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.9% |
| 7D | -0.2% | +7.5% | -7.7% | -0.5% |
| 30D | -2.2% | +47.4% | -49.7% | -4.1% |
| 3M | -10.5% | -54.9% | +44.4% | -8.4% |
| 6M | -5.1% | -47.0% | +41.9% | -3.9% |
| YTD | +9.0% | -55.3% | +64.2% | +10.9% |
| 1Y | +8.2% | -57.6% | +65.9% | +9.8% |
| 3Y | +67.8% | -86.6% | +154.4% | +82.3% |
| 5Y | +69.4% | -86.1% | +155.5% | +79.4% |
| All | +70.7% | -89.5% | +160.2% | +85.6% |
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