+64.0%
ENB vs HTZ
-91.9%
+155.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -20.8% | +19.4% | -0.6% |
| 7D | -2.4% | -7.7% | +5.4% | -2.2% |
| 30D | +3.4% | -13.1% | +16.5% | +3.7% |
| 3M | -6.1% | +14.7% | -20.8% | -7.2% |
| 6M | -10.0% | -70.6% | +60.6% | -6.7% |
| YTD | +4.7% | -65.2% | +69.8% | +7.2% |
| 1Y | +7.5% | -73.2% | +80.7% | +11.4% |
| 3Y | +69.1% | -80.8% | +149.9% | +74.5% |
| 5Y | +50.4% | -94.8% | +145.2% | +67.6% |
| All | +64.0% | -91.9% | +155.8% | +79.5% |
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 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