-61.1%
HTZ vs ED
+11.1%
-72.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.0% | +6.2% | +10.3% |
| 7D | +18.9% | +5.4% | +13.6% | +21.7% |
| 30D | +26.3% | +16.4% | +9.9% | +39.0% |
| 3M | +49.7% | +11.9% | +37.8% | +56.3% |
| 6M | -61.1% | +11.6% | -72.7% | -59.0% |
| All | -61.1% | +11.1% | -72.2% | -59.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling