-86.3%
HTZ vs LUMN
+370.9%
-457.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.9% | -3.1% | -4.8% |
| 7D | -2.5% | +4.1% | -6.5% | -2.8% |
| 30D | -3.7% | +6.4% | -10.2% | -4.6% |
| 3M | -57.0% | -26.3% | -30.7% | -55.9% |
| 6M | -47.0% | +0.3% | -47.3% | -47.5% |
| YTD | -57.5% | -14.5% | -42.9% | -57.6% |
| 1Y | -63.5% | +29.7% | -93.1% | -66.0% |
| 3Y | -86.3% | +367.6% | -453.9% | -91.2% |
| All | -86.3% | +370.9% | -457.3% | -91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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