+164.6%
ETR vs HTZ
-93.2%
+257.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | -0.1% |
| 7D | +1.2% | -8.5% | +9.7% | +1.3% |
| 30D | +7.0% | -18.9% | +25.9% | +7.4% |
| 3M | +4.6% | -36.0% | +40.6% | +5.4% |
| 6M | +0.1% | -74.6% | +74.7% | +2.2% |
| YTD | +23.2% | -70.8% | +94.0% | +25.1% |
| 1Y | +20.6% | -75.3% | +95.9% | +22.8% |
| 3Y | +156.3% | -81.6% | +237.8% | +160.9% |
| 5Y | +159.6% | -94.4% | +254.1% | +172.8% |
| All | +164.6% | -93.2% | +257.8% | +182.9% |
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