-93.9%
HTZ vs EME
+398.4%
-492.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +2.2% | -10.6% | -9.1% |
| 7D | -14.6% | -10.5% | -4.1% | -11.7% |
| 30D | -20.8% | -22.4% | +1.6% | -14.5% |
| 3M | -18.8% | -24.7% | +5.9% | -11.7% |
| 6M | -74.7% | -35.5% | -39.2% | -71.3% |
| YTD | -68.1% | -0.3% | -67.8% | -68.7% |
| 1Y | -73.5% | -6.7% | -66.8% | -73.5% |
| 3Y | -81.8% | +190.6% | -272.5% | -90.6% |
| 5Y | -95.2% | +367.3% | -462.5% | -98.4% |
| All | -93.9% | +398.4% | -492.4% | -98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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