-86.4%
HTZ vs ET
+232.1%
-318.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +7.5% | +0.9% | +6.6% | +7.1% |
| 30D | +47.4% | +7.5% | +40.0% | +42.6% |
| 3M | -54.9% | +11.4% | -66.3% | -57.2% |
| 6M | -47.0% | +18.5% | -65.5% | -51.3% |
| YTD | -55.3% | +37.4% | -92.6% | -61.8% |
| 1Y | -57.6% | +30.9% | -88.6% | -63.2% |
| 3Y | -86.6% | +98.7% | -185.3% | -90.8% |
| All | -86.4% | +232.1% | -318.5% | -92.3% |
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