-93.4%
HTZ vs EME
+403.9%
-497.3%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -9.6% | +18.8% | +11.9% |
| 7D | +18.9% | -5.8% | +24.7% | +20.4% |
| 30D | +26.3% | -17.9% | +44.2% | +33.1% |
| 3M | +49.7% | -22.0% | +71.7% | +59.7% |
| 6M | -61.1% | -29.7% | -31.4% | -57.3% |
| YTD | -56.0% | +4.7% | -60.7% | -57.6% |
| 1Y | -66.4% | -2.1% | -64.3% | -67.0% |
| 3Y | -75.8% | +206.2% | -282.0% | -87.6% |
| All | -93.4% | +403.9% | -497.3% | -97.8% |
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