+132.1%
EOG vs HTZ
-92.5%
+224.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.3% | -7.8% | +1.0% |
| 7D | +4.6% | -27.4% | +32.0% | +6.3% |
| 30D | +2.9% | -11.4% | +14.2% | +3.1% |
| 3M | +8.0% | -33.1% | +41.0% | +9.7% |
| 6M | +17.0% | -73.5% | +90.5% | +25.1% |
| YTD | +51.1% | -68.1% | +119.2% | +57.4% |
| 1Y | +45.1% | -74.3% | +119.4% | +53.8% |
| 3Y | +39.4% | -80.9% | +120.3% | +42.1% |
| 5Y | +105.6% | -93.8% | +199.4% | +136.4% |
| All | +132.1% | -92.5% | +224.6% | +161.3% |
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 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