-94.8%
HTZ vs EFV
-4.7%
-90.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -50.9% | +30.1% | +18.5% |
| 7D | -7.7% | -49.8% | +42.1% | +33.7% |
| 30D | -13.1% | -49.4% | +36.3% | +24.3% |
| 3M | +14.7% | -51.0% | +65.8% | +73.3% |
| 6M | -70.6% | -46.8% | -23.8% | -60.9% |
| YTD | -65.2% | -42.6% | -22.6% | -58.3% |
| 1Y | -73.2% | -38.8% | -34.4% | -70.8% |
| 3Y | -80.8% | -6.7% | -74.1% | -88.5% |
| 5Y | -94.8% | -4.8% | -90.0% | -96.9% |
| All | -94.8% | -4.7% | -90.1% | -96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling