+195.8%
ETN vs HTZ
-90.7%
+286.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | +3.0% | -9.7% | +12.7% | +3.8% |
| 30D | -10.9% | -16.3% | +5.4% | -10.0% |
| 3M | +9.2% | -58.8% | +68.1% | +14.6% |
| 6M | +13.9% | -48.9% | +62.8% | +17.2% |
| YTD | +29.5% | -60.1% | +89.6% | +35.5% |
| 1Y | +14.2% | -65.0% | +79.2% | +19.6% |
| 3Y | +79.9% | -87.2% | +167.1% | +101.9% |
| 5Y | +175.7% | -87.1% | +262.8% | +207.2% |
| All | +195.8% | -90.7% | +286.5% | +246.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling