+164.3%
ETR vs HTZ
-93.2%
+257.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.0% | +7.9% | +0.1% |
| 7D | +2.6% | -27.5% | +30.1% | +3.2% |
| 30D | +8.7% | -21.9% | +30.5% | +9.1% |
| 3M | +6.4% | -29.2% | +35.6% | +6.9% |
| 6M | +0.7% | -75.2% | +75.9% | +2.8% |
| YTD | +23.0% | -70.8% | +93.9% | +25.0% |
| 1Y | +17.9% | -76.1% | +94.0% | +20.2% |
| 3Y | +154.9% | -82.5% | +237.4% | +160.1% |
| 5Y | +157.3% | -94.1% | +251.4% | +170.3% |
| All | +164.3% | -93.2% | +257.5% | +182.6% |
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 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