-91.5%
HTZ vs ESI
+64.1%
-155.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.6% | -0.4% |
| 7D | +7.5% | +3.3% | +4.2% | +5.4% |
| 30D | +47.4% | -5.9% | +53.3% | +52.2% |
| 3M | -54.9% | -14.1% | -40.8% | -51.9% |
| 6M | -47.0% | +6.6% | -53.6% | -51.7% |
| YTD | -55.3% | +45.0% | -100.3% | -67.2% |
| 1Y | -57.6% | +41.5% | -99.1% | -68.7% |
| 3Y | -86.6% | +78.8% | -165.4% | -91.7% |
| 5Y | -86.1% | +70.9% | -157.0% | -91.3% |
| All | -91.5% | +64.1% | -155.6% | -94.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling