+63.7%
EXE vs HTZ
-94.7%
+158.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -20.8% | +18.5% | -1.1% |
| 7D | -5.6% | -7.7% | +2.1% | -5.4% |
| 30D | -3.3% | -13.1% | +9.8% | -2.8% |
| 3M | -5.5% | +14.7% | -20.2% | -7.1% |
| 6M | -13.4% | -70.6% | +57.2% | -8.9% |
| YTD | -21.3% | -65.2% | +43.9% | -18.8% |
| 1Y | -20.7% | -73.2% | +52.5% | -16.8% |
| 3Y | +3.9% | -80.8% | +84.7% | +8.7% |
| 5Y | +63.7% | -94.8% | +158.5% | +110.7% |
| All | +63.7% | -94.7% | +158.4% | +110.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling