-91.6%
HTZ vs EOSE
-88.1%
-3.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +12.6% | -3.5% | +7.7% |
| 7D | +18.9% | +9.7% | +9.2% | +17.7% |
| 30D | +26.3% | -34.6% | +60.8% | +31.6% |
| 3M | +49.7% | -50.8% | +100.5% | +60.4% |
| 6M | -61.1% | -66.5% | +5.4% | -57.0% |
| YTD | -56.0% | -81.3% | +25.3% | -50.0% |
| 1Y | -66.4% | -84.8% | +18.4% | -61.3% |
| 3Y | -75.8% | +8.6% | -84.4% | -80.7% |
| 5Y | -93.1% | -80.7% | -12.4% | -94.6% |
| All | -91.6% | -88.1% | -3.5% | -93.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling