-91.5%
HTZ vs EQX
+83.5%
-175.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.7% |
| 7D | +7.5% | -1.4% | +8.9% | +7.7% |
| 30D | +47.4% | +24.4% | +23.1% | +42.8% |
| 3M | -54.9% | +11.6% | -66.5% | -55.7% |
| 6M | -47.0% | -25.0% | -22.0% | -45.6% |
| YTD | -55.3% | -8.4% | -46.9% | -55.4% |
| 1Y | -57.6% | +43.4% | -101.0% | -60.2% |
| 3Y | -86.6% | +162.0% | -248.6% | -88.8% |
| 5Y | -86.1% | +70.1% | -156.3% | -88.5% |
| All | -91.5% | +83.5% | -175.0% | -93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling