-93.4%
HTZ vs A
+20.8%
-114.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -3.0% | -17.8% | -19.0% |
| 7D | -7.7% | -5.2% | -2.6% | -4.5% |
| 30D | -13.1% | +1.4% | -14.6% | -13.6% |
| 3M | +14.7% | +21.9% | -7.2% | +2.0% |
| 6M | -70.6% | +46.7% | -117.3% | -77.2% |
| YTD | -65.2% | +27.2% | -92.4% | -70.4% |
| 1Y | -73.2% | +17.9% | -91.1% | -76.1% |
| 3Y | -80.8% | +61.1% | -141.9% | -86.5% |
| 5Y | -94.8% | +13.8% | -108.6% | -95.6% |
| All | -93.4% | +20.8% | -114.2% | -96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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