-95.0%
HTZ vs EME
+358.3%
-453.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +2.2% | -10.6% | -9.0% |
| 7D | -14.6% | -10.5% | -4.1% | -11.9% |
| 30D | -20.8% | -22.4% | +1.6% | -14.8% |
| 3M | -18.8% | -24.7% | +5.9% | -12.0% |
| 6M | -74.7% | -35.5% | -39.2% | -71.4% |
| YTD | -68.1% | -0.3% | -67.8% | -68.6% |
| 1Y | -73.5% | -6.7% | -66.8% | -73.4% |
| 3Y | -81.8% | +190.6% | -272.5% | -90.5% |
| All | -95.0% | +358.3% | -453.2% | -98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling