-91.6%
HTZ vs EAT
+253.9%
-345.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +6.3% | +2.9% | +6.9% |
| 7D | +18.9% | -0.1% | +19.1% | +19.0% |
| 30D | +26.3% | +13.5% | +12.7% | +19.2% |
| 3M | +49.7% | +1.0% | +48.7% | +47.9% |
| 6M | -61.1% | +57.3% | -118.4% | -68.4% |
| YTD | -56.0% | +53.6% | -109.6% | -64.2% |
| 1Y | -66.4% | +110.8% | -177.2% | -76.3% |
| 3Y | -75.8% | +524.8% | -600.6% | -89.7% |
| 5Y | -93.1% | +416.1% | -509.2% | -97.2% |
| All | -91.6% | +253.9% | -345.6% | -96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling