-91.6%
HTZ vs EFX
-16.7%
-74.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.4% | +6.8% | +8.0% |
| 7D | +18.9% | +9.2% | +9.8% | +13.8% |
| 30D | +26.3% | +34.8% | -8.5% | +8.3% |
| 3M | +49.7% | +8.8% | +40.8% | +42.0% |
| 6M | -61.1% | +12.3% | -73.4% | -65.0% |
| YTD | -56.0% | -10.6% | -45.4% | -55.2% |
| 1Y | -66.4% | -6.7% | -59.7% | -66.7% |
| 3Y | -75.8% | +8.4% | -84.1% | -79.0% |
| 5Y | -93.1% | -29.7% | -63.3% | -92.6% |
| All | -91.6% | -16.7% | -74.9% | -92.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling