-2.5%
EW vs HTZ
-92.5%
+90.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -8.4% | +9.7% | +1.7% |
| 7D | +11.0% | -14.6% | +25.6% | +11.6% |
| 30D | +19.1% | -20.8% | +39.8% | +20.0% |
| 3M | +14.4% | -18.8% | +33.2% | +14.8% |
| 6M | +22.8% | -74.7% | +97.5% | +29.2% |
| YTD | +19.8% | -68.1% | +87.9% | +23.8% |
| 1Y | +23.9% | -73.5% | +97.4% | +29.2% |
| 3Y | +52.2% | -81.8% | +134.0% | +60.4% |
| 5Y | -13.9% | -95.2% | +81.3% | -1.5% |
| All | -2.5% | -92.5% | +90.0% | +14.4% |
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