-81.6%
HTZ vs EQX
+149.5%
-231.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -7.1% | -0.9% | -6.7% |
| 7D | -27.5% | +12.3% | -39.8% | -29.0% |
| 30D | -21.9% | -1.7% | -20.2% | -21.9% |
| 3M | -29.2% | -2.9% | -26.3% | -29.2% |
| 6M | -75.2% | -21.2% | -54.0% | -74.9% |
| YTD | -70.8% | -19.7% | -51.1% | -70.6% |
| 1Y | -76.1% | -7.6% | -68.5% | -76.1% |
| All | -81.6% | +149.5% | -231.1% | -84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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