-91.6%
HTZ vs EXEL
+298.2%
-389.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.6% | +8.6% | +9.0% |
| 7D | +18.9% | +9.8% | +9.2% | +15.9% |
| 30D | +26.3% | +23.6% | +2.6% | +19.0% |
| 3M | +49.7% | +29.9% | +19.8% | +38.0% |
| 6M | -61.1% | +64.7% | -125.8% | -67.1% |
| YTD | -56.0% | +66.0% | -122.0% | -62.9% |
| 1Y | -66.4% | +92.0% | -158.4% | -72.9% |
| 3Y | -75.8% | +246.4% | -322.2% | -84.3% |
| 5Y | -93.1% | +284.3% | -377.4% | -95.7% |
| All | -91.6% | +298.2% | -389.8% | -94.7% |
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