+27.7%
EXC vs HTZ
-82.6%
+110.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.4% | +6.4% | -1.9% |
| 7D | -1.2% | -14.6% | +13.4% | -1.1% |
| 30D | +10.0% | -20.8% | +30.7% | +10.1% |
| 3M | +1.6% | -18.8% | +20.4% | +1.7% |
| 6M | +3.3% | -74.7% | +78.0% | +4.3% |
| YTD | +7.6% | -68.1% | +75.7% | +8.1% |
| 1Y | +3.5% | -73.5% | +77.0% | +4.3% |
| 3Y | +27.7% | -81.8% | +109.5% | +31.7% |
| All | +27.7% | -82.6% | +110.2% | +31.7% |
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