+161.0%
ETR vs HTZ
-91.9%
+252.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -20.8% | +19.4% | -1.0% |
| 7D | +0.3% | -7.7% | +8.0% | +0.4% |
| 30D | +6.8% | -13.1% | +19.9% | +7.1% |
| 3M | +3.8% | +14.7% | -10.9% | +3.3% |
| 6M | -5.5% | -70.6% | +65.2% | -3.8% |
| YTD | +21.5% | -65.2% | +86.7% | +23.0% |
| 1Y | +17.4% | -73.2% | +90.6% | +19.4% |
| 3Y | +147.7% | -80.8% | +228.5% | +152.8% |
| 5Y | +152.0% | -94.8% | +246.8% | +164.2% |
| All | +161.0% | -91.9% | +252.9% | +178.0% |
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