-94.8%
HTZ vs EXR
-1.5%
-93.3%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.6% | -20.2% | -20.4% |
| 7D | -7.7% | +6.8% | -14.5% | -11.3% |
| 30D | -13.1% | +19.6% | -32.7% | -22.3% |
| 3M | +14.7% | +8.0% | +6.8% | +9.2% |
| 6M | -70.6% | +17.2% | -87.8% | -73.5% |
| YTD | -65.2% | +27.2% | -92.4% | -70.1% |
| 1Y | -73.2% | +26.1% | -99.3% | -76.8% |
| 3Y | -80.8% | +70.7% | -151.5% | -85.8% |
| 5Y | -94.8% | +1.0% | -95.8% | -95.6% |
| All | -94.8% | -1.5% | -93.3% | -95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling