+102.3%
EXE vs HTZ
-92.6%
+194.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.6% |
| 7D | -3.9% | -16.4% | +12.5% | -3.2% |
| 30D | -2.6% | -15.1% | +12.5% | -2.0% |
| 3M | -6.9% | -28.2% | +21.3% | -5.9% |
| 6M | -9.3% | -73.1% | +63.7% | -4.5% |
| YTD | -20.7% | -68.3% | +47.6% | -18.0% |
| 1Y | -21.8% | -75.2% | +53.4% | -17.9% |
| 3Y | +16.2% | -81.1% | +97.3% | +18.9% |
| 5Y | +61.1% | -95.0% | +156.1% | +87.0% |
| All | +102.3% | -92.6% | +194.9% | +134.9% |
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