-93.1%
HTZ vs LEN
+1.2%
-94.2%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +7.1% | +2.1% | +5.4% |
| 7D | +18.9% | +10.5% | +8.5% | +12.4% |
| 30D | +26.3% | +24.6% | +1.6% | +11.8% |
| 3M | +49.7% | +6.6% | +43.0% | +42.6% |
| 6M | -61.1% | +10.6% | -71.7% | -64.9% |
| YTD | -56.0% | -8.3% | -47.7% | -55.8% |
| 1Y | -66.4% | -22.5% | -43.9% | -62.7% |
| 3Y | -75.8% | -16.3% | -59.5% | -74.8% |
| 5Y | -93.1% | +2.1% | -95.2% | -94.1% |
| All | -93.1% | +1.2% | -94.2% | -94.1% |
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