+99.4%
HCA vs HTZ
-89.5%
+188.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.1% |
| 7D | -3.1% | +7.5% | -10.5% | -3.4% |
| 30D | -1.1% | +47.4% | -48.6% | -3.2% |
| 3M | +12.2% | -54.9% | +67.1% | +15.0% |
| 6M | -25.3% | -47.0% | +21.7% | -24.3% |
| YTD | -12.9% | -55.3% | +42.3% | -11.2% |
| 1Y | -0.9% | -57.6% | +56.7% | +0.8% |
| 3Y | +47.6% | -86.6% | +134.2% | +63.4% |
| 5Y | +67.0% | -86.1% | +153.1% | +82.5% |
| All | +99.4% | -89.5% | +188.9% | +127.8% |
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