-73.5%
HTZ vs EFV
+20.2%
-93.6%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -1.4% | -7.0% | -5.8% |
| 7D | -14.6% | -0.7% | -13.9% | -12.2% |
| 30D | -20.8% | +0.9% | -21.7% | -20.7% |
| 3M | -18.8% | -3.6% | -15.3% | -11.9% |
| 6M | -74.7% | +2.5% | -77.2% | -75.0% |
| YTD | -68.1% | +13.2% | -81.3% | -73.4% |
| 1Y | -73.5% | +20.3% | -93.8% | -81.0% |
| All | -73.5% | +20.2% | -93.6% | -81.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling