-93.4%
HTZ vs EME
+387.7%
-481.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -6.9% | -13.9% | -18.6% |
| 7D | -7.7% | -13.6% | +5.9% | -3.5% |
| 30D | -13.1% | -27.8% | +14.7% | -4.1% |
| 3M | +14.7% | -27.6% | +42.3% | +26.3% |
| 6M | -70.6% | -36.1% | -34.5% | -66.5% |
| YTD | -65.2% | -2.5% | -62.7% | -65.6% |
| 1Y | -73.2% | -11.7% | -61.5% | -72.7% |
| 3Y | -80.8% | +185.1% | -266.0% | -90.1% |
| 5Y | -94.8% | +357.2% | -452.0% | -98.2% |
| All | -93.4% | +387.7% | -481.0% | -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 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