-91.6%
HTZ vs EFV
+96.5%
-188.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.1% | +6.0% | +4.5% |
| 7D | +18.9% | +2.9% | +16.1% | +14.2% |
| 30D | +26.3% | +3.6% | +22.7% | +20.1% |
| 3M | +49.7% | -0.1% | +49.8% | +50.9% |
| 6M | -61.1% | +9.6% | -70.7% | -65.8% |
| YTD | -56.0% | +17.0% | -73.0% | -64.6% |
| 1Y | -66.4% | +25.7% | -92.1% | -75.6% |
| 3Y | -75.8% | +90.1% | -165.9% | -90.0% |
| 5Y | -93.1% | +94.9% | -188.0% | -97.2% |
| All | -91.6% | +96.5% | -188.1% | -96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling