-93.4%
HTZ vs KMX
-59.4%
-34.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -4.6% | -16.2% | -18.5% |
| 7D | -7.7% | -6.4% | -1.4% | -4.3% |
| 30D | -13.1% | -4.9% | -8.2% | -11.0% |
| 3M | +14.7% | -7.2% | +21.9% | +18.5% |
| 6M | -70.6% | +41.2% | -111.8% | -75.8% |
| YTD | -65.2% | +36.1% | -101.3% | -71.2% |
| 1Y | -73.2% | +28.9% | -102.1% | -77.6% |
| 3Y | -80.8% | -21.5% | -59.4% | -79.3% |
| 5Y | -94.8% | -66.0% | -28.8% | -92.0% |
| All | -93.4% | -59.4% | -34.0% | -90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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