-86.4%
HTZ vs ED
+67.1%
-153.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.7% | +1.6% |
| 7D | +7.5% | -0.2% | +7.7% | +7.5% |
| 30D | +47.4% | -0.1% | +47.6% | +47.4% |
| 3M | -54.9% | +3.9% | -58.8% | -55.6% |
| 6M | -47.0% | -3.0% | -44.0% | -46.9% |
| YTD | -55.3% | +10.7% | -65.9% | -56.9% |
| 1Y | -57.6% | +13.3% | -71.0% | -59.6% |
| 3Y | -86.6% | +34.5% | -121.1% | -88.2% |
| All | -86.4% | +67.1% | -153.5% | -89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling