-93.4%
HTZ vs EFX
-16.0%
-77.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +0.8% | -21.6% | -21.2% |
| 7D | -7.7% | +8.1% | -15.8% | -11.4% |
| 30D | -13.1% | +36.0% | -49.2% | -25.9% |
| 3M | +14.7% | +9.6% | +5.1% | +8.4% |
| 6M | -70.6% | +14.7% | -85.3% | -73.8% |
| YTD | -65.2% | -9.9% | -55.3% | -64.7% |
| 1Y | -73.2% | -5.4% | -67.7% | -73.6% |
| 3Y | -80.8% | +9.3% | -90.1% | -83.4% |
| 5Y | -94.8% | -29.1% | -65.7% | -94.5% |
| All | -93.4% | -16.0% | -77.3% | -93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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