-91.6%
HTZ vs EL
-62.1%
-29.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +6.3% | +2.9% | +6.5% |
| 7D | +18.9% | +2.5% | +16.4% | +17.8% |
| 30D | +26.3% | +20.1% | +6.2% | +16.7% |
| 3M | +49.7% | +29.3% | +20.4% | +33.4% |
| 6M | -61.1% | +38.8% | -99.9% | -66.4% |
| YTD | -56.0% | +8.1% | -64.1% | -58.7% |
| 1Y | -66.4% | +22.3% | -88.8% | -70.2% |
| 3Y | -75.8% | +6.7% | -82.5% | -79.0% |
| 5Y | -93.1% | -64.4% | -28.7% | -89.3% |
| All | -91.6% | -62.1% | -29.5% | -87.7% |
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