-86.4%
HTZ vs EOSE
-71.7%
-14.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.9% | -9.5% | +0.1% |
| 7D | +7.5% | +19.0% | -11.5% | +5.2% |
| 30D | +47.4% | +1.6% | +45.9% | +47.2% |
| 3M | -54.9% | -52.0% | -2.9% | -51.6% |
| 6M | -47.0% | -42.5% | -4.5% | -44.9% |
| YTD | -55.3% | -66.1% | +10.9% | -52.0% |
| 1Y | -57.6% | -47.1% | -10.5% | -57.8% |
| 3Y | -86.6% | +0.8% | -87.4% | -89.2% |
| All | -86.4% | -71.7% | -14.7% | -91.3% |
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