-93.4%
HTZ vs EAT
+241.5%
-334.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -3.5% | -17.3% | -19.5% |
| 7D | -7.7% | -3.3% | -4.4% | -6.3% |
| 30D | -13.1% | +11.7% | -24.8% | -17.1% |
| 3M | +14.7% | -5.9% | +20.6% | +16.7% |
| 6M | -70.6% | +46.7% | -117.3% | -75.4% |
| YTD | -65.2% | +48.2% | -113.3% | -71.2% |
| 1Y | -73.2% | +105.4% | -178.6% | -80.8% |
| 3Y | -80.8% | +502.8% | -583.6% | -91.7% |
| 5Y | -94.8% | +376.3% | -471.1% | -97.9% |
| All | -93.4% | +241.5% | -334.8% | -97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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