-91.5%
HTZ vs EFX
-23.3%
-68.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.4% | +7.7% | +4.5% |
| 7D | +7.5% | -8.6% | +16.1% | +12.1% |
| 30D | +47.4% | +0.1% | +47.3% | +46.4% |
| 3M | -54.9% | +3.8% | -58.7% | -57.3% |
| 6M | -47.0% | -13.5% | -33.5% | -44.3% |
| YTD | -55.3% | -17.7% | -37.6% | -52.4% |
| 1Y | -57.6% | -25.6% | -32.1% | -52.3% |
| 3Y | -86.6% | -12.1% | -74.5% | -86.8% |
| 5Y | -86.1% | -33.8% | -52.3% | -84.1% |
| All | -91.5% | -23.3% | -68.2% | -91.5% |
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