-73.2%
HTZ vs ED
+28.0%
-101.2%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +0.9% | -21.7% | -20.5% |
| 7D | -7.7% | +5.2% | -12.9% | -6.5% |
| 30D | -13.1% | +15.5% | -28.6% | -8.6% |
| 3M | +14.7% | +13.0% | +1.7% | +18.6% |
| 6M | -70.6% | +13.1% | -83.7% | -69.5% |
| YTD | -65.2% | +25.3% | -90.5% | -62.2% |
| 1Y | -73.2% | +30.5% | -103.7% | -70.4% |
| All | -73.2% | +28.0% | -101.2% | -70.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling