-93.4%
HTZ vs ESI
+40.2%
-133.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -8.0% | -12.8% | -16.1% |
| 7D | -7.7% | -13.1% | +5.4% | +0.6% |
| 30D | -13.1% | -18.5% | +5.4% | -2.2% |
| 3M | +14.7% | -19.6% | +34.3% | +29.1% |
| 6M | -70.6% | -29.8% | -40.8% | -64.9% |
| YTD | -65.2% | +23.9% | -89.1% | -72.2% |
| 1Y | -73.2% | +15.0% | -88.2% | -77.4% |
| 3Y | -80.8% | +64.3% | -145.2% | -87.7% |
| 5Y | -94.8% | +26.3% | -121.1% | -96.1% |
| All | -93.4% | +40.2% | -133.6% | -95.3% |
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