+294.7%
HPE vs HTZ
-92.5%
+387.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +9.3% | -4.5% | +3.9% |
| 7D | +0.3% | -27.4% | +27.8% | +3.5% |
| 30D | -28.6% | -11.4% | -17.2% | -27.9% |
| 3M | -7.4% | -33.1% | +25.7% | -4.4% |
| 6M | +63.7% | -73.5% | +137.2% | +80.8% |
| YTD | +111.7% | -68.1% | +179.8% | +127.7% |
| 1Y | +123.5% | -74.3% | +197.8% | +145.0% |
| 3Y | +238.7% | -80.9% | +319.6% | +254.7% |
| 5Y | +261.0% | -93.8% | +354.8% | +322.1% |
| All | +294.7% | -92.5% | +387.3% | +363.4% |
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 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