-91.6%
HTZ vs ESI
+52.4%
-144.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -4.6% | +13.8% | +11.8% |
| 7D | +18.9% | -6.6% | +25.5% | +23.2% |
| 30D | +26.3% | -10.9% | +37.2% | +33.8% |
| 3M | +49.7% | -13.8% | +63.5% | +60.3% |
| 6M | -61.1% | -21.5% | -39.6% | -56.9% |
| YTD | -56.0% | +34.7% | -90.7% | -66.8% |
| 1Y | -66.4% | +24.9% | -91.3% | -73.3% |
| 3Y | -75.8% | +78.7% | -154.4% | -85.3% |
| 5Y | -93.1% | +36.4% | -129.4% | -95.1% |
| All | -91.6% | +52.4% | -144.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling