-66.4%
HTZ vs ET
+24.7%
-91.2%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -3.5% | +12.7% | +8.4% |
| 7D | +18.9% | -6.0% | +25.0% | +17.8% |
| 30D | +26.3% | -6.1% | +32.3% | +25.2% |
| 3M | +49.7% | -2.7% | +52.3% | +48.5% |
| 6M | -61.1% | +0.2% | -61.3% | -61.6% |
| YTD | -56.0% | +24.3% | -80.4% | -49.2% |
| 1Y | -66.4% | +26.4% | -92.8% | -60.7% |
| All | -66.4% | +24.7% | -91.2% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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