+65.4%
EXPE vs HTZ
-91.9%
+157.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -20.8% | +7.1% | -11.1% |
| 7D | -3.6% | -7.7% | +4.1% | -2.5% |
| 30D | +4.8% | -13.1% | +17.9% | +6.5% |
| 3M | -14.6% | +14.7% | -29.4% | -17.2% |
| 6M | +10.0% | -70.6% | +80.6% | +23.4% |
| YTD | -3.3% | -65.2% | +61.9% | +4.6% |
| 1Y | +28.4% | -73.2% | +101.6% | +43.8% |
| 3Y | +145.1% | -80.8% | +225.9% | +166.4% |
| 5Y | +51.6% | -94.8% | +146.4% | +110.1% |
| All | +65.4% | -91.9% | +157.3% | +119.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling