+103.7%
HL vs HTZ
-92.5%
+196.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -8.4% | +10.4% | +3.0% |
| 7D | +8.9% | -14.6% | +23.5% | +10.7% |
| 30D | -10.1% | -20.8% | +10.7% | -8.1% |
| 3M | -7.0% | -18.8% | +11.8% | -5.9% |
| 6M | -18.8% | -74.7% | +55.9% | -7.8% |
| YTD | -23.1% | -68.1% | +45.0% | -15.7% |
| 1Y | +8.9% | -73.5% | +82.4% | +21.6% |
| 3Y | +255.0% | -81.8% | +336.8% | +285.3% |
| 5Y | +151.5% | -95.2% | +246.7% | +215.1% |
| All | +103.7% | -92.5% | +196.2% | +154.4% |
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