+109.8%
EXE vs HTZ
-93.2%
+202.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.0% |
| 7D | +5.3% | -8.5% | +13.9% | +5.7% |
| 30D | -2.2% | -18.9% | +16.7% | -1.4% |
| 3M | -5.9% | -36.0% | +30.1% | -4.2% |
| 6M | -5.7% | -74.6% | +68.9% | -0.4% |
| YTD | -17.8% | -70.8% | +53.0% | -14.7% |
| 1Y | -23.1% | -75.3% | +52.2% | -19.4% |
| 3Y | +21.2% | -81.6% | +102.8% | +23.3% |
| 5Y | +78.8% | -94.4% | +173.3% | +106.3% |
| All | +109.8% | -93.2% | +202.9% | +144.4% |
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