+71.3%
EXC vs HTZ
-92.6%
+163.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | -1.7% | -16.4% | +14.7% | -1.4% |
| 30D | +9.3% | -15.1% | +24.4% | +9.6% |
| 3M | +1.0% | -28.2% | +29.2% | +1.5% |
| 6M | +5.9% | -73.1% | +79.0% | +8.6% |
| YTD | +7.6% | -68.3% | +75.9% | +9.4% |
| 1Y | +2.4% | -75.2% | +77.6% | +4.9% |
| 3Y | +30.2% | -81.1% | +111.4% | +32.9% |
| 5Y | +41.4% | -95.0% | +136.4% | +52.2% |
| All | +71.3% | -92.6% | +163.9% | +85.3% |
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