+1.0%
EW vs HTZ
-92.5%
+93.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.3% | -7.6% | +1.3% |
| 7D | +6.5% | -27.4% | +33.9% | +7.8% |
| 30D | +22.5% | -11.4% | +33.8% | +22.8% |
| 3M | +13.0% | -33.1% | +46.0% | +14.4% |
| 6M | +37.1% | -73.5% | +110.6% | +43.9% |
| YTD | +24.1% | -68.1% | +92.2% | +28.2% |
| 1Y | +24.2% | -74.3% | +98.5% | +29.7% |
| 3Y | +64.8% | -80.9% | +145.7% | +72.3% |
| 5Y | -7.4% | -93.8% | +86.4% | +6.2% |
| All | +1.0% | -92.5% | +93.5% | +18.4% |
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