-55.7%
ETSY vs HTZ
-92.6%
+36.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.0% | -1.6% |
| 7D | -4.3% | -16.4% | +12.1% | -2.3% |
| 30D | +15.3% | -15.1% | +30.4% | +17.3% |
| 3M | +3.4% | -28.2% | +31.6% | +6.4% |
| 6M | +37.4% | -73.1% | +110.4% | +57.4% |
| YTD | +59.5% | -68.3% | +127.8% | +74.7% |
| 1Y | +49.7% | -75.2% | +124.9% | +70.5% |
| 3Y | +42.6% | -81.1% | +123.7% | +55.8% |
| 5Y | -65.8% | -95.0% | +29.2% | -50.5% |
| All | -55.7% | -92.6% | +36.9% | -38.6% |
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