-91.5%
HTZ vs EXR
+4.2%
-95.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +2.1% |
| 7D | +7.5% | -2.6% | +10.0% | +9.1% |
| 30D | +47.4% | -7.2% | +54.6% | +54.1% |
| 3M | -54.9% | -3.5% | -51.4% | -54.1% |
| 6M | -47.0% | -5.3% | -41.7% | -45.2% |
| YTD | -55.3% | +9.4% | -64.6% | -57.8% |
| 1Y | -57.6% | +1.3% | -59.0% | -58.2% |
| 3Y | -86.6% | +22.4% | -109.0% | -88.1% |
| 5Y | -86.1% | -12.2% | -73.9% | -85.4% |
| All | -91.5% | +4.2% | -95.7% | -92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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