-93.9%
HTZ vs EXEL
+280.8%
-374.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +1.3% | -9.6% | -8.7% |
| 7D | -14.6% | +0.3% | -14.8% | -14.3% |
| 30D | -20.8% | +19.0% | -39.8% | -24.2% |
| 3M | -18.8% | +33.3% | -52.1% | -24.9% |
| 6M | -74.7% | +42.9% | -117.5% | -77.5% |
| YTD | -68.1% | +58.7% | -126.8% | -72.6% |
| 1Y | -73.5% | +70.5% | -144.0% | -77.7% |
| 3Y | -81.8% | +233.8% | -315.6% | -88.0% |
| 5Y | -95.2% | +259.3% | -354.6% | -97.0% |
| All | -93.9% | +280.8% | -374.7% | -96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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