+24.2%
HD vs HTZ
-91.9%
+116.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -20.8% | +19.2% | -0.1% |
| 7D | +6.4% | -7.7% | +14.1% | +6.8% |
| 30D | +22.1% | -13.1% | +35.2% | +22.9% |
| 3M | -0.2% | +14.7% | -14.9% | -2.1% |
| 6M | +12.6% | -70.6% | +83.2% | +20.0% |
| YTD | +3.9% | -65.2% | +69.1% | +8.6% |
| 1Y | -3.7% | -73.2% | +69.4% | +2.4% |
| 3Y | +27.9% | -80.8% | +108.7% | +33.6% |
| 5Y | +7.8% | -94.8% | +102.6% | +22.3% |
| All | +24.2% | -91.9% | +116.0% | +39.3% |
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