+200.2%
ETN vs HTZ
-90.6%
+290.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.3% | +3.6% | -1.3% |
| 7D | +6.2% | -10.4% | +16.6% | +7.1% |
| 30D | -6.7% | -2.4% | -4.3% | -6.8% |
| 3M | +3.6% | -60.9% | +64.5% | +9.1% |
| 6M | +18.3% | -50.2% | +68.6% | +22.0% |
| YTD | +31.5% | -59.7% | +91.2% | +37.4% |
| 1Y | +20.6% | -66.0% | +86.6% | +26.6% |
| 3Y | +82.5% | -87.1% | +169.6% | +104.7% |
| 5Y | +177.8% | -86.9% | +264.6% | +209.0% |
| All | +200.2% | -90.6% | +290.8% | +250.9% |
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