+307.4%
HPE vs HTZ
-89.5%
+397.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.3% | -5.8% | -4.6% |
| 7D | -0.6% | +7.5% | -8.1% | -1.3% |
| 30D | -2.3% | +47.4% | -49.7% | -6.8% |
| 3M | -2.9% | -54.9% | +52.0% | +2.4% |
| 6M | +143.6% | -47.0% | +190.6% | +151.0% |
| YTD | +118.5% | -55.3% | +173.8% | +128.4% |
| 1Y | +129.2% | -57.6% | +186.8% | +138.0% |
| 3Y | +212.5% | -86.6% | +299.1% | +251.3% |
| 5Y | +286.9% | -86.1% | +373.0% | +326.6% |
| All | +307.4% | -89.5% | +397.0% | +364.9% |
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