-74.9%
HTZ vs LII
-4.2%
-70.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.6% | +5.6% | +7.6% |
| 7D | +18.9% | +7.9% | +11.0% | +14.9% |
| 30D | +26.3% | -0.6% | +26.9% | +26.5% |
| 3M | +49.7% | -19.3% | +69.0% | +63.9% |
| 6M | -61.1% | -29.8% | -31.3% | -56.3% |
| YTD | -56.0% | -25.4% | -30.6% | -52.8% |
| 1Y | -66.4% | -26.2% | -40.2% | -63.7% |
| All | -74.9% | -4.2% | -70.7% | -79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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