-73.2%
HTZ vs EXEL
+71.8%
-145.0%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -5.6% | -15.2% | -19.3% |
| 7D | -7.7% | +3.8% | -11.5% | -7.4% |
| 30D | -13.1% | +17.8% | -30.9% | -14.5% |
| 3M | +14.7% | +21.2% | -6.4% | +12.3% |
| 6M | -70.6% | +54.7% | -125.3% | -75.3% |
| YTD | -65.2% | +56.8% | -121.9% | -71.3% |
| 1Y | -73.2% | +70.2% | -143.4% | -79.2% |
| All | -73.2% | +71.8% | -145.0% | -79.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling