-91.5%
HTZ vs ES
+8.4%
-99.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | +7.5% | +0.3% | +7.2% | +7.3% |
| 30D | +47.4% | -2.0% | +49.4% | +48.0% |
| 3M | -54.9% | +1.7% | -56.6% | -55.4% |
| 6M | -47.0% | -3.5% | -43.5% | -46.7% |
| YTD | -55.3% | +7.9% | -63.2% | -56.8% |
| 1Y | -57.6% | +17.2% | -74.8% | -60.6% |
| 3Y | -86.6% | +29.3% | -115.9% | -88.3% |
| 5Y | -86.1% | -5.7% | -80.4% | -87.5% |
| All | -91.5% | +8.4% | -99.9% | -92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling