+108.6%
EXE vs HTZ
-92.5%
+201.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.3% | -8.5% | +0.3% |
| 7D | +1.5% | -27.4% | +28.9% | +3.0% |
| 30D | -0.2% | -11.4% | +11.1% | +0.1% |
| 3M | -9.2% | -33.1% | +23.8% | -7.9% |
| 6M | -7.2% | -73.5% | +66.3% | -2.2% |
| YTD | -18.3% | -68.1% | +49.8% | -15.5% |
| 1Y | -23.6% | -74.3% | +50.7% | -20.0% |
| 3Y | +21.9% | -80.9% | +102.8% | +24.5% |
| 5Y | +73.7% | -93.8% | +167.5% | +99.2% |
| All | +108.6% | -92.5% | +201.2% | +142.0% |
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