-93.4%
HTZ vs EFV
+92.8%
-186.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -1.9% | -18.9% | -18.0% |
| 7D | -7.7% | +0.3% | -8.0% | -7.4% |
| 30D | -13.1% | +1.2% | -14.3% | -13.9% |
| 3M | +14.7% | -2.1% | +16.8% | +19.9% |
| 6M | -70.6% | +6.4% | -77.0% | -72.8% |
| YTD | -65.2% | +14.8% | -80.0% | -71.0% |
| 1Y | -73.2% | +22.4% | -95.6% | -79.6% |
| 3Y | -80.8% | +86.6% | -167.4% | -91.8% |
| 5Y | -94.8% | +90.4% | -185.2% | -97.9% |
| All | -93.4% | +92.8% | -186.2% | -97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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