+276.5%
HPE vs HTZ
-93.2%
+369.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.0% | +8.8% | +1.6% |
| 7D | -9.7% | -27.5% | +17.8% | -6.9% |
| 30D | -34.8% | -21.9% | -12.9% | -33.3% |
| 3M | -12.1% | -29.2% | +17.1% | -9.9% |
| 6M | +53.7% | -75.2% | +128.9% | +71.0% |
| YTD | +101.9% | -70.8% | +172.7% | +119.2% |
| 1Y | +104.3% | -76.1% | +180.4% | +125.7% |
| 3Y | +223.1% | -82.5% | +305.6% | +241.4% |
| 5Y | +249.2% | -94.1% | +343.3% | +311.6% |
| All | +276.5% | -93.2% | +369.7% | +346.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling