-93.1%
HTZ vs ED
+86.0%
-179.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.0% | +6.2% | +8.6% |
| 7D | +18.9% | +5.4% | +13.6% | +17.8% |
| 30D | +26.3% | +16.4% | +9.9% | +22.8% |
| 3M | +49.7% | +11.9% | +37.8% | +46.5% |
| 6M | -61.1% | +11.6% | -72.7% | -62.1% |
| YTD | -56.0% | +24.1% | -80.1% | -58.4% |
| 1Y | -66.4% | +26.9% | -93.3% | -68.5% |
| 3Y | -75.8% | +47.9% | -123.7% | -78.8% |
| 5Y | -93.1% | +87.5% | -180.5% | -94.9% |
| All | -93.1% | +86.0% | -179.1% | -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 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