-80.2%
HTZ vs LEN
-15.5%
-64.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.7% | -20.1% | -20.5% |
| 7D | -7.7% | +7.2% | -14.9% | -11.0% |
| 30D | -13.1% | +19.1% | -32.2% | -20.7% |
| 3M | +14.7% | +4.9% | +9.8% | +10.7% |
| 6M | -70.6% | +7.6% | -78.2% | -72.9% |
| YTD | -65.2% | -8.9% | -56.3% | -64.6% |
| 1Y | -73.2% | -22.7% | -50.5% | -69.8% |
| All | -80.2% | -15.5% | -64.7% | -83.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling