-94.4%
HTZ vs EOSE
-89.4%
-5.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.5% | -8.1% | -3.3% |
| 7D | -8.5% | +9.8% | -18.3% | -9.6% |
| 30D | -18.9% | -2.1% | -16.9% | -18.7% |
| 3M | -36.0% | -54.1% | +18.1% | -30.7% |
| 6M | -74.6% | -76.9% | +2.4% | -70.6% |
| YTD | -70.8% | -83.3% | +12.5% | -66.2% |
| 1Y | -75.3% | -87.4% | +12.2% | -70.7% |
| 3Y | -81.6% | +61.9% | -143.4% | -85.9% |
| 5Y | -94.4% | -82.1% | -12.4% | -95.6% |
| All | -94.4% | -89.4% | -5.0% | -95.6% |
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