-86.4%
HTZ vs EAT
+350.4%
-436.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | +7.5% | 0.0% | +7.5% | +7.4% |
| 30D | +47.4% | +1.9% | +45.6% | +46.7% |
| 3M | -54.9% | +68.7% | -123.6% | -64.0% |
| 6M | -47.0% | +66.9% | -113.9% | -58.0% |
| YTD | -55.3% | +60.4% | -115.7% | -64.0% |
| 1Y | -57.6% | +44.0% | -101.6% | -64.9% |
| 3Y | -86.6% | +604.7% | -691.3% | -94.7% |
| All | -86.4% | +350.4% | -436.8% | -95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling