+50.3%
EW vs HTZ
-81.0%
+131.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -20.8% | +22.3% | +1.7% |
| 7D | +6.8% | -7.7% | +14.5% | +6.8% |
| 30D | +16.6% | -13.1% | +29.7% | +16.7% |
| 3M | +13.3% | +14.7% | -1.4% | +13.0% |
| 6M | +21.6% | -70.6% | +92.2% | +23.3% |
| YTD | +18.3% | -65.2% | +83.4% | +19.3% |
| 1Y | +21.7% | -73.2% | +94.9% | +23.2% |
| All | +50.3% | -81.0% | +131.2% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling