+144.1%
HCA vs HTZ
-92.5%
+236.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -8.4% | +5.9% | -2.1% |
| 7D | +4.6% | -14.6% | +19.2% | +5.2% |
| 30D | +12.7% | -20.8% | +33.5% | +13.6% |
| 3M | +21.3% | -18.8% | +40.1% | +21.8% |
| 6M | +15.7% | -74.7% | +90.4% | +21.4% |
| YTD | +6.6% | -68.1% | +74.7% | +10.1% |
| 1Y | +5.7% | -73.5% | +79.2% | +10.1% |
| 3Y | +119.2% | -81.8% | +201.1% | +128.9% |
| 5Y | +107.9% | -95.2% | +203.1% | +132.4% |
| All | +144.1% | -92.5% | +236.7% | +182.3% |
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