-65.4%
HTZ vs Q
+56.5%
-121.9%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -7.4% | -13.4% | -17.5% |
| 7D | -7.7% | -10.3% | +2.6% | -2.7% |
| 30D | -13.1% | -17.7% | +4.5% | -5.3% |
| 3M | +14.7% | -18.8% | +33.6% | +25.4% |
| 6M | -70.6% | -24.8% | -45.8% | -67.8% |
| YTD | -65.2% | +35.0% | -100.2% | -76.2% |
| 1Y | -73.2% | +10.7% | -83.9% | -75.8% |
| All | -65.4% | +56.5% | -121.9% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 10y: compounded portfolio wealth divided by compounded Q 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…
10y analysis · Full analysis span regression · 6 months rolling