+76.0%
EXE vs HTZ
-94.3%
+170.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -8.0% | +10.3% | +2.7% |
| 7D | -2.2% | -27.5% | +25.3% | -0.8% |
| 30D | -0.3% | -21.9% | +21.6% | +0.7% |
| 3M | -9.3% | -29.2% | +19.9% | -8.3% |
| 6M | -7.2% | -75.2% | +68.0% | -1.9% |
| YTD | -18.9% | -70.8% | +51.9% | -15.8% |
| 1Y | -21.7% | -76.1% | +54.4% | -17.7% |
| 3Y | +21.0% | -82.5% | +103.5% | +25.4% |
| 5Y | +76.0% | -94.1% | +170.1% | +115.0% |
| All | +76.0% | -94.3% | +170.3% | +115.0% |
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 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