-81.8%
HTZ vs EQX
+138.0%
-219.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +2.1% | -10.5% | -8.8% |
| 7D | -14.6% | +18.8% | -33.3% | -17.2% |
| 30D | -20.8% | +5.2% | -26.0% | -21.8% |
| 3M | -18.8% | +7.5% | -26.3% | -20.1% |
| 6M | -74.7% | -19.6% | -55.1% | -74.4% |
| YTD | -68.1% | -17.6% | -50.5% | -68.0% |
| 1Y | -73.5% | +1.4% | -74.9% | -73.7% |
| 3Y | -81.8% | +139.0% | -220.8% | -84.5% |
| All | -81.8% | +138.0% | -219.8% | -84.5% |
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