+131.0%
HLT vs HTZ
-82.4%
+213.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.2% |
| 7D | +0.7% | -8.5% | +9.2% | +1.1% |
| 30D | +13.7% | -18.9% | +32.7% | +14.7% |
| 3M | +16.3% | -36.0% | +52.4% | +18.6% |
| 6M | +19.9% | -74.6% | +94.5% | +26.6% |
| YTD | +30.1% | -70.8% | +100.9% | +35.8% |
| 1Y | +38.5% | -75.3% | +113.8% | +45.5% |
| 3Y | +131.0% | -81.6% | +212.6% | +143.8% |
| All | +131.0% | -82.4% | +213.4% | +143.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling