-93.4%
HTZ vs EL
-63.6%
-29.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -3.9% | -16.9% | -19.1% |
| 7D | -7.7% | -1.1% | -6.7% | -6.9% |
| 30D | -13.1% | +15.3% | -28.4% | -18.0% |
| 3M | +14.7% | +24.2% | -9.5% | +4.4% |
| 6M | -70.6% | +30.9% | -101.5% | -73.9% |
| YTD | -65.2% | +3.9% | -69.0% | -66.6% |
| 1Y | -73.2% | +19.9% | -93.0% | -75.9% |
| 3Y | -80.8% | +2.5% | -83.3% | -83.0% |
| 5Y | -94.8% | -66.7% | -28.1% | -91.7% |
| All | -93.4% | -63.6% | -29.8% | -90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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