-93.9%
HTZ vs EOSE
-90.3%
-3.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -7.4% | -0.9% | -7.5% |
| 7D | -14.6% | -7.9% | -6.6% | -13.5% |
| 30D | -20.8% | -43.9% | +23.1% | -15.6% |
| 3M | -18.8% | -55.8% | +37.0% | -11.5% |
| 6M | -74.7% | -73.4% | -1.3% | -71.2% |
| YTD | -68.1% | -84.8% | +16.7% | -62.7% |
| 1Y | -73.5% | -88.6% | +15.1% | -68.3% |
| 3Y | -81.8% | -2.8% | -79.0% | -85.3% |
| 5Y | -95.2% | -84.6% | -10.6% | -96.2% |
| All | -93.9% | -90.3% | -3.6% | -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