+160.3%
ETN vs HTZ
-93.0%
+253.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.1% | +5.7% | 0.0% |
| 7D | +10.1% | -14.0% | +24.1% | +11.2% |
| 30D | -15.9% | -19.8% | +3.9% | -14.8% |
| 3M | -21.7% | -45.0% | +23.3% | -18.7% |
| 6M | -10.1% | -73.2% | +63.1% | -3.0% |
| YTD | +14.0% | -70.0% | +84.1% | +21.2% |
| 1Y | -1.7% | -75.7% | +74.0% | +5.9% |
| 3Y | +67.9% | -82.1% | +149.9% | +75.8% |
| 5Y | +125.5% | -94.3% | +219.8% | +163.7% |
| All | +160.3% | -93.0% | +253.3% | +209.7% |
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