-74.9%
HTZ vs EFV
+90.4%
-165.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.1% | +6.0% | +3.7% |
| 7D | +18.9% | +2.9% | +16.1% | +13.4% |
| 30D | +26.3% | +3.6% | +22.7% | +18.9% |
| 3M | +49.7% | -0.1% | +49.8% | +51.0% |
| 6M | -61.1% | +9.6% | -70.7% | -66.7% |
| YTD | -56.0% | +17.0% | -73.0% | -66.2% |
| 1Y | -66.4% | +25.7% | -92.1% | -77.3% |
| All | -74.9% | +90.4% | -165.3% | -93.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling