-86.4%
HTZ vs EXEL
+199.5%
-285.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +7.5% | +8.4% | -0.9% | +5.1% |
| 30D | +47.4% | +4.1% | +43.4% | +44.8% |
| 3M | -54.9% | +12.4% | -67.3% | -57.1% |
| 6M | -47.0% | +41.5% | -88.5% | -53.2% |
| YTD | -55.3% | +34.6% | -89.9% | -59.9% |
| 1Y | -57.6% | +57.9% | -115.5% | -64.0% |
| 3Y | -86.6% | +159.5% | -246.1% | -90.5% |
| All | -86.4% | +199.5% | -285.9% | -89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling