-94.8%
HTZ vs EOSE
-83.1%
-11.7%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -12.1% | -8.6% | -19.3% |
| 7D | -7.7% | -5.1% | -2.7% | -6.9% |
| 30D | -13.1% | -42.3% | +29.2% | -7.6% |
| 3M | +14.7% | -50.8% | +65.5% | +23.9% |
| 6M | -70.6% | -69.8% | -0.8% | -66.9% |
| YTD | -65.2% | -83.6% | +18.4% | -59.4% |
| 1Y | -73.2% | -87.3% | +14.2% | -68.2% |
| 3Y | -80.8% | -4.6% | -76.2% | -84.7% |
| 5Y | -94.8% | -83.3% | -11.4% | -94.7% |
| All | -94.8% | -83.1% | -11.7% | -94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling