-73.2%
HTZ vs ESI
+14.8%
-88.0%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -8.0% | -12.8% | -17.3% |
| 7D | -7.7% | -13.1% | +5.4% | -1.7% |
| 30D | -13.1% | -18.5% | +5.4% | -5.3% |
| 3M | +14.7% | -19.6% | +34.3% | +25.3% |
| 6M | -70.6% | -29.8% | -40.8% | -66.5% |
| YTD | -65.2% | +23.9% | -89.1% | -75.6% |
| 1Y | -73.2% | +15.0% | -88.2% | -79.9% |
| All | -73.2% | +14.8% | -88.0% | -79.9% |
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