-3.8%
EW vs HTZ
-91.9%
+88.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -20.8% | +22.3% | +2.4% |
| 7D | +6.8% | -7.7% | +14.5% | +7.0% |
| 30D | +16.6% | -13.1% | +29.7% | +17.1% |
| 3M | +13.3% | +14.7% | -1.4% | +11.8% |
| 6M | +21.6% | -70.6% | +92.2% | +27.0% |
| YTD | +18.3% | -65.2% | +83.4% | +21.7% |
| 1Y | +21.7% | -73.2% | +94.9% | +26.9% |
| 3Y | +50.3% | -80.8% | +131.1% | +58.5% |
| 5Y | -15.0% | -94.8% | +79.8% | -3.1% |
| All | -3.8% | -91.9% | +88.1% | +12.5% |
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