+161.6%
ETR vs HTZ
-92.5%
+254.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.4% | +8.6% | +0.4% |
| 7D | +0.4% | -14.6% | +15.0% | +0.7% |
| 30D | +7.5% | -20.8% | +28.3% | +8.0% |
| 3M | +4.4% | -18.8% | +23.2% | +4.7% |
| 6M | -1.5% | -74.7% | +73.1% | +0.5% |
| YTD | +21.8% | -68.1% | +89.9% | +23.5% |
| 1Y | +18.4% | -73.5% | +91.9% | +20.4% |
| 3Y | +148.5% | -81.8% | +230.3% | +153.7% |
| 5Y | +152.6% | -95.2% | +247.9% | +165.3% |
| All | +161.6% | -92.5% | +254.1% | +179.2% |
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