+147.0%
ETN vs HTZ
-92.5%
+239.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -8.4% | +12.9% | +5.1% |
| 7D | -7.6% | -14.6% | +6.9% | -6.7% |
| 30D | -20.8% | -20.8% | 0.0% | -19.6% |
| 3M | -23.6% | -18.8% | -4.8% | -23.0% |
| 6M | -18.5% | -74.7% | +56.2% | -11.6% |
| YTD | +8.2% | -68.1% | +76.3% | +14.6% |
| 1Y | -8.7% | -73.5% | +64.8% | -2.2% |
| 3Y | +63.3% | -81.8% | +145.1% | +71.5% |
| 5Y | +115.6% | -95.2% | +210.8% | +153.2% |
| All | +147.0% | -92.5% | +239.6% | +192.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling