-91.6%
HTZ vs EXPD
+65.0%
-156.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -3.2% | +12.4% | +11.3% |
| 7D | +18.9% | +0.3% | +18.7% | +18.5% |
| 30D | +26.3% | +1.8% | +24.4% | +24.3% |
| 3M | +49.7% | +8.9% | +40.7% | +40.1% |
| 6M | -61.1% | +42.2% | -103.3% | -70.2% |
| YTD | -56.0% | +33.4% | -89.4% | -65.3% |
| 1Y | -66.4% | +47.2% | -113.6% | -75.5% |
| 3Y | -75.8% | +81.3% | -157.1% | -84.8% |
| 5Y | -93.1% | +60.2% | -153.3% | -95.7% |
| All | -91.6% | +65.0% | -156.6% | -94.8% |
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