-57.6%
HTZ vs ESI
+44.5%
-102.2%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.6% | +0.2% |
| 7D | +7.5% | +3.3% | +4.2% | +6.1% |
| 30D | +47.4% | -5.9% | +53.3% | +50.7% |
| 3M | -54.9% | -14.1% | -40.8% | -53.0% |
| 6M | -47.0% | +6.6% | -53.6% | -50.8% |
| YTD | -55.3% | +45.0% | -100.3% | -65.8% |
| 1Y | -57.6% | +41.5% | -99.1% | -67.1% |
| All | -57.6% | +44.5% | -102.2% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling