-93.1%
HTZ vs ES
+2.3%
-95.4%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.1% | +7.1% | +8.5% |
| 7D | +18.9% | +5.3% | +13.6% | +17.0% |
| 30D | +26.3% | +8.9% | +17.3% | +22.8% |
| 3M | +49.7% | -1.9% | +51.6% | +50.3% |
| 6M | -61.1% | +3.9% | -65.0% | -61.9% |
| YTD | -56.0% | +8.3% | -64.3% | -57.7% |
| 1Y | -66.4% | -0.1% | -66.3% | -66.8% |
| 3Y | -75.8% | +46.0% | -121.8% | -79.9% |
| 5Y | -93.1% | +3.1% | -96.1% | -93.8% |
| All | -93.1% | +2.3% | -95.4% | -93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling