-86.4%
HTZ vs EL
-67.1%
-19.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.7% | +0.1% |
| 7D | +7.5% | +0.8% | +6.7% | +7.1% |
| 30D | +47.4% | +19.8% | +27.6% | +36.1% |
| 3M | -54.9% | +25.7% | -80.6% | -59.1% |
| 6M | -47.0% | +5.4% | -52.5% | -48.9% |
| YTD | -55.3% | +0.2% | -55.5% | -56.5% |
| 1Y | -57.6% | +20.4% | -78.1% | -62.5% |
| 3Y | -86.6% | -32.1% | -54.5% | -85.6% |
| All | -86.4% | -67.1% | -19.3% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling