-86.5%
HTZ vs LEN
-24.6%
-61.9%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.4% | +1.8% |
| 7D | +7.5% | -3.2% | +10.7% | +9.2% |
| 30D | +47.4% | -4.9% | +52.3% | +50.5% |
| 3M | -54.9% | -8.5% | -46.4% | -54.2% |
| 6M | -47.0% | -20.7% | -26.3% | -41.2% |
| YTD | -55.3% | -17.4% | -37.8% | -51.9% |
| 1Y | -57.6% | -38.2% | -19.4% | -45.4% |
| All | -86.5% | -24.6% | -61.9% | -86.5% |
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