+8.0%
EXE vs HTZ
-82.6%
+90.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.4% | +7.5% | -0.7% |
| 7D | -6.6% | -14.6% | +8.0% | -6.3% |
| 30D | -4.0% | -20.8% | +16.8% | -3.6% |
| 3M | -7.5% | -18.8% | +11.4% | -7.3% |
| 6M | -11.7% | -74.7% | +63.0% | -10.0% |
| YTD | -22.0% | -68.1% | +46.1% | -21.2% |
| 1Y | -21.8% | -73.5% | +51.7% | -20.6% |
| 3Y | +8.0% | -81.8% | +89.8% | +8.4% |
| All | +8.0% | -82.6% | +90.6% | +8.4% |
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 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