-91.6%
HTZ vs LEN
+4.4%
-96.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +7.1% | +2.1% | +5.3% |
| 7D | +18.9% | +10.5% | +8.5% | +12.2% |
| 30D | +26.3% | +24.6% | +1.6% | +11.4% |
| 3M | +49.7% | +6.6% | +43.0% | +42.4% |
| 6M | -61.1% | +10.6% | -71.7% | -65.0% |
| YTD | -56.0% | -8.3% | -47.7% | -55.9% |
| 1Y | -66.4% | -22.5% | -43.9% | -62.6% |
| 3Y | -75.8% | -16.3% | -59.5% | -74.9% |
| 5Y | -93.1% | +2.1% | -95.2% | -93.9% |
| All | -91.6% | +4.4% | -96.0% | -92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling