-95.0%
HTZ vs ET
+201.6%
-296.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +0.4% | -8.8% | -8.6% |
| 7D | -14.6% | -7.9% | -6.7% | -11.1% |
| 30D | -20.8% | -5.9% | -14.8% | -18.7% |
| 3M | -18.8% | -5.2% | -13.6% | -17.1% |
| 6M | -74.7% | +0.3% | -75.0% | -75.0% |
| YTD | -68.1% | +23.1% | -91.2% | -71.8% |
| 1Y | -73.5% | +22.7% | -96.2% | -76.7% |
| 3Y | -81.8% | +75.4% | -157.2% | -87.6% |
| All | -95.0% | +201.6% | -296.6% | -97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling