-94.3%
HTZ vs EOSE
-90.0%
-4.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -9.0% | +2.9% | -5.0% |
| 7D | -14.0% | -3.7% | -10.2% | -13.5% |
| 30D | -19.8% | -22.0% | +2.2% | -17.6% |
| 3M | -45.0% | -57.3% | +12.3% | -39.9% |
| 6M | -73.2% | -77.7% | +4.4% | -68.9% |
| YTD | -70.0% | -84.2% | +14.2% | -65.1% |
| 1Y | -75.7% | -89.5% | +13.8% | -70.7% |
| 3Y | -82.1% | +41.4% | -123.5% | -86.1% |
| 5Y | -94.3% | -83.0% | -11.3% | -95.5% |
| All | -94.3% | -90.0% | -4.3% | -95.5% |
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