-93.4%
HTZ vs ET
+170.4%
-263.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -1.4% | -19.4% | -20.2% |
| 7D | -7.7% | -8.1% | +0.4% | -4.2% |
| 30D | -13.1% | -7.5% | -5.6% | -10.2% |
| 3M | +14.7% | -4.1% | +18.8% | +16.5% |
| 6M | -70.6% | -2.7% | -67.9% | -70.5% |
| YTD | -65.2% | +22.6% | -87.8% | -68.9% |
| 1Y | -73.2% | +22.0% | -95.2% | -76.1% |
| 3Y | -80.8% | +72.8% | -153.6% | -86.1% |
| 5Y | -94.8% | +201.4% | -296.2% | -97.0% |
| All | -93.4% | +170.4% | -263.8% | -96.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling