-91.5%
HTZ vs EL
-64.9%
-26.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -62.6% |
| 3Y | -86.6% | -32.1% | -54.5% | -85.5% |
| 5Y | -86.1% | -67.2% | -18.9% | -76.9% |
| All | -91.5% | -64.9% | -26.6% | -87.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling