-94.0%
HTZ vs EFV
+95.3%
-189.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -4.7% |
| 7D | -16.4% | +1.7% | -18.2% | -17.9% |
| 30D | -15.1% | +3.4% | -18.5% | -18.6% |
| 3M | -28.2% | -1.7% | -26.5% | -25.5% |
| 6M | -73.1% | +6.4% | -79.5% | -75.1% |
| YTD | -68.3% | +16.3% | -84.6% | -74.1% |
| 1Y | -75.2% | +22.9% | -98.2% | -81.3% |
| 3Y | -81.1% | +92.8% | -174.0% | -92.3% |
| 5Y | -95.0% | +93.5% | -188.5% | -98.0% |
| All | -94.0% | +95.3% | -189.2% | -97.6% |
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