+246.9%
HPE vs HTZ
-91.9%
+338.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -20.8% | +9.0% | -9.7% |
| 7D | -25.0% | -7.7% | -17.3% | -24.4% |
| 30D | -37.3% | -13.1% | -24.2% | -36.6% |
| 3M | -16.8% | +14.7% | -31.6% | -19.0% |
| 6M | +47.8% | -70.6% | +118.4% | +61.7% |
| YTD | +86.0% | -65.2% | +151.2% | +98.6% |
| 1Y | +89.6% | -73.2% | +162.8% | +107.0% |
| 3Y | +198.2% | -80.8% | +279.0% | +213.7% |
| 5Y | +227.1% | -94.8% | +321.9% | +281.2% |
| All | +246.9% | -91.9% | +338.7% | +304.1% |
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