-93.9%
HTZ vs LEN
+0.5%
-94.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -3.1% | -5.3% | -6.6% |
| 7D | -14.6% | +2.1% | -16.7% | -15.6% |
| 30D | -20.8% | +16.6% | -37.3% | -27.5% |
| 3M | -18.8% | +5.3% | -24.1% | -21.7% |
| 6M | -74.7% | -0.8% | -73.9% | -75.7% |
| YTD | -68.1% | -11.7% | -56.4% | -67.2% |
| 1Y | -73.5% | -24.6% | -48.9% | -70.0% |
| 3Y | -81.8% | -18.7% | -63.1% | -80.8% |
| 5Y | -95.2% | -4.4% | -90.8% | -95.6% |
| All | -93.9% | +0.5% | -94.4% | -94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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