+3.4%
EXC vs HTZ
-58.1%
+61.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.0% |
| 7D | -0.7% | +7.5% | -8.1% | -0.5% |
| 30D | -4.6% | +47.4% | -52.1% | -3.8% |
| 3M | -2.2% | -54.9% | +52.7% | -2.9% |
| 6M | -10.6% | -47.0% | +36.4% | -11.0% |
| YTD | +1.9% | -55.3% | +57.2% | +1.1% |
| 1Y | +3.4% | -57.6% | +61.0% | +2.5% |
| All | +3.4% | -58.1% | +61.5% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling