-93.4%
HTZ vs ED
+102.9%
-196.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +0.9% | -21.7% | -21.0% |
| 7D | -7.7% | +5.2% | -12.9% | -8.7% |
| 30D | -13.1% | +15.5% | -28.6% | -15.5% |
| 3M | +14.7% | +13.0% | +1.7% | +11.9% |
| 6M | -70.6% | +13.1% | -83.7% | -71.5% |
| YTD | -65.2% | +25.3% | -90.5% | -67.2% |
| 1Y | -73.2% | +30.5% | -103.7% | -75.1% |
| 3Y | -80.8% | +49.3% | -130.1% | -83.3% |
| 5Y | -94.8% | +84.6% | -179.4% | -95.8% |
| All | -93.4% | +102.9% | -196.2% | -94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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