-75.3%
HTZ vs ET
+25.8%
-101.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -8.5% | +2.5% | -11.1% | -8.2% |
| 30D | -18.9% | -2.5% | -16.5% | -19.4% |
| 3M | -36.0% | -4.9% | -31.2% | -36.5% |
| 6M | -74.6% | -0.1% | -74.5% | -75.0% |
| YTD | -70.8% | +26.2% | -97.0% | -66.6% |
| 1Y | -75.3% | +25.2% | -100.4% | -72.0% |
| All | -75.3% | +25.8% | -101.0% | -72.0% |
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