-94.0%
HTZ vs EOSE
-89.6%
-4.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.0% | -8.7% | -1.6% |
| 7D | -16.4% | +6.8% | -23.2% | -16.7% |
| 30D | -15.1% | -25.4% | +10.3% | -12.4% |
| 3M | -28.2% | -54.7% | +26.5% | -22.0% |
| 6M | -73.1% | -76.5% | +3.5% | -68.9% |
| YTD | -68.3% | -83.6% | +15.3% | -63.3% |
| 1Y | -75.2% | -89.7% | +14.5% | -70.1% |
| 3Y | -81.1% | +38.7% | -119.9% | -85.3% |
| 5Y | -95.0% | -82.9% | -12.1% | -96.1% |
| All | -94.0% | -89.6% | -4.4% | -95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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