+251.7%
HPE vs HTZ
-92.5%
+344.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -8.4% | +9.8% | +2.2% |
| 7D | -18.7% | -14.6% | -4.1% | -17.5% |
| 30D | -37.9% | -20.8% | -17.1% | -36.6% |
| 3M | -14.4% | -18.8% | +4.4% | -13.4% |
| 6M | +48.2% | -74.7% | +122.9% | +64.6% |
| YTD | +88.6% | -68.1% | +156.7% | +103.0% |
| 1Y | +94.8% | -73.5% | +168.3% | +112.9% |
| 3Y | +202.7% | -81.8% | +284.5% | +219.5% |
| 5Y | +231.6% | -95.2% | +326.9% | +289.7% |
| All | +251.7% | -92.5% | +344.2% | +313.1% |
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