+71.3%
EXC vs HTZ
-93.0%
+164.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.1% | +6.1% | +0.2% |
| 7D | -1.9% | -14.0% | +12.0% | -1.6% |
| 30D | +7.8% | -19.8% | +27.6% | +8.2% |
| 3M | +1.9% | -45.0% | +46.9% | +3.0% |
| 6M | +3.4% | -73.2% | +76.6% | +6.0% |
| YTD | +7.6% | -70.0% | +77.6% | +9.5% |
| 1Y | +2.1% | -75.7% | +77.8% | +4.6% |
| 3Y | +29.6% | -82.1% | +111.6% | +32.3% |
| 5Y | +39.5% | -94.3% | +133.8% | +49.9% |
| All | +71.3% | -93.0% | +164.3% | +85.5% |
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 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