-94.8%
HTZ vs LEN
+0.4%
-95.2%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.7% | -20.1% | -20.4% |
| 7D | -7.7% | +7.2% | -14.9% | -11.3% |
| 30D | -13.1% | +19.1% | -32.2% | -21.2% |
| 3M | +14.7% | +4.9% | +9.8% | +10.4% |
| 6M | -70.6% | +7.6% | -78.2% | -73.0% |
| YTD | -65.2% | -8.9% | -56.3% | -64.8% |
| 1Y | -73.2% | -22.7% | -50.5% | -70.1% |
| 3Y | -80.8% | -16.8% | -64.0% | -79.9% |
| 5Y | -94.8% | -1.4% | -93.4% | -95.5% |
| All | -94.8% | +0.4% | -95.2% | -95.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling