-82.5%
HTZ vs EOSE
+29.9%
-112.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -7.4% | -0.5% | -7.1% |
| 7D | -27.5% | -8.4% | -19.1% | -26.5% |
| 30D | -21.9% | -31.0% | +9.1% | -18.8% |
| 3M | -29.2% | -57.0% | +27.8% | -23.3% |
| 6M | -75.2% | -78.3% | +3.1% | -71.7% |
| YTD | -70.8% | -84.8% | +14.0% | -66.6% |
| 1Y | -76.1% | -90.9% | +14.8% | -71.8% |
| 3Y | -82.5% | +35.9% | -118.5% | -86.5% |
| All | -82.5% | +29.9% | -112.4% | -86.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling