-93.9%
HTZ vs EFV
+90.1%
-184.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -1.4% | -7.0% | -6.3% |
| 7D | -14.6% | -0.7% | -13.9% | -12.8% |
| 30D | -20.8% | +0.9% | -21.7% | -21.0% |
| 3M | -18.8% | -3.6% | -15.3% | -13.1% |
| 6M | -74.7% | +2.5% | -77.2% | -75.3% |
| YTD | -68.1% | +13.2% | -81.3% | -72.8% |
| 1Y | -73.5% | +20.3% | -93.8% | -79.3% |
| 3Y | -81.8% | +84.9% | -166.7% | -92.1% |
| 5Y | -95.2% | +87.7% | -183.0% | -98.0% |
| All | -93.9% | +90.1% | -184.0% | -97.5% |
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