+156.8%
ETR vs HTZ
-90.1%
+246.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.0% | +6.2% | +1.3% |
| 7D | +1.4% | -2.5% | +3.9% | +1.4% |
| 30D | +1.9% | -3.7% | +5.6% | +1.8% |
| 3M | +1.0% | -57.0% | +58.0% | +2.1% |
| 6M | +4.8% | -47.0% | +51.8% | +5.4% |
| YTD | +19.5% | -57.5% | +77.0% | +20.6% |
| 1Y | +28.1% | -63.5% | +91.6% | +29.4% |
| 3Y | +151.1% | -86.3% | +237.5% | +161.3% |
| 5Y | +125.2% | -86.8% | +211.9% | +137.9% |
| All | +156.8% | -90.1% | +246.9% | +172.8% |
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