+159.7%
ETN vs HTZ
-92.6%
+252.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.8% | +5.2% |
| 7D | -1.8% | -16.4% | +14.6% | -0.7% |
| 30D | -16.4% | -15.1% | -1.3% | -15.6% |
| 3M | -19.9% | -28.2% | +8.3% | -18.6% |
| 6M | -10.3% | -73.1% | +62.8% | -3.2% |
| YTD | +13.8% | -68.3% | +82.0% | +20.5% |
| 1Y | -3.1% | -75.2% | +72.2% | +4.3% |
| 3Y | +70.1% | -81.1% | +151.3% | +77.7% |
| 5Y | +122.3% | -95.0% | +217.3% | +160.7% |
| All | +159.7% | -92.6% | +252.3% | +207.8% |
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