-91.5%
HTZ vs EME
+517.5%
-608.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.8% |
| 7D | +7.5% | +1.9% | +5.6% | +6.8% |
| 30D | +47.4% | -8.3% | +55.7% | +51.0% |
| 3M | -54.9% | -10.7% | -44.2% | -53.7% |
| 6M | -47.0% | +1.9% | -48.9% | -47.8% |
| YTD | -55.3% | +23.5% | -78.7% | -58.8% |
| 1Y | -57.6% | +18.0% | -75.6% | -61.0% |
| 3Y | -86.6% | +236.1% | -322.7% | -93.2% |
| 5Y | -86.1% | +527.9% | -614.0% | -95.8% |
| All | -91.5% | +517.5% | -608.9% | -97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling