-91.5%
HTZ vs LII
+18.3%
-109.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.2% | +0.8% |
| 7D | +7.5% | -0.7% | +8.2% | +7.7% |
| 30D | +47.4% | -12.6% | +60.0% | +56.5% |
| 3M | -54.9% | -24.4% | -30.5% | -50.6% |
| 6M | -47.0% | -28.7% | -18.3% | -40.3% |
| YTD | -55.3% | -19.1% | -36.1% | -53.1% |
| 1Y | -57.6% | -29.7% | -27.9% | -52.5% |
| 3Y | -86.6% | +4.8% | -91.4% | -88.0% |
| 5Y | -86.1% | +24.6% | -110.7% | -89.3% |
| All | -91.5% | +18.3% | -109.8% | -93.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling