-91.5%
HTZ vs EXPD
+57.6%
-149.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.7% |
| 7D | +7.5% | -1.1% | +8.6% | +8.3% |
| 30D | +47.4% | +4.1% | +43.4% | +43.0% |
| 3M | -54.9% | +17.9% | -72.8% | -60.1% |
| 6M | -47.0% | +29.2% | -76.2% | -56.5% |
| YTD | -55.3% | +27.4% | -82.6% | -63.4% |
| 1Y | -57.6% | +56.8% | -114.5% | -70.3% |
| 3Y | -86.6% | +68.0% | -154.6% | -91.1% |
| 5Y | -86.1% | +61.9% | -148.0% | -91.5% |
| All | -91.5% | +57.6% | -149.1% | -94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 all: compounded portfolio wealth divided by compounded EXPD 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…
all analysis · Full analysis span regression · 6 months rolling