-94.4%
HTZ vs EFX
-18.5%
-76.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.1% | -7.9% | -7.9% |
| 7D | -27.5% | +0.3% | -27.8% | -27.6% |
| 30D | -21.9% | +29.1% | -51.0% | -31.5% |
| 3M | -29.2% | +4.3% | -33.5% | -31.5% |
| 6M | -75.2% | +7.7% | -82.9% | -77.1% |
| YTD | -70.8% | -12.5% | -58.4% | -70.0% |
| 1Y | -76.1% | -8.8% | -67.3% | -76.1% |
| 3Y | -82.5% | +4.3% | -86.9% | -84.5% |
| 5Y | -94.1% | -29.4% | -64.7% | -93.7% |
| All | -94.4% | -18.5% | -76.0% | -94.6% |
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