-94.8%
HTZ vs QID
-73.9%
-20.9%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +12.7% | -33.5% | -14.9% |
| 7D | -7.7% | +20.2% | -28.0% | +2.2% |
| 30D | -13.1% | +35.3% | -48.4% | +1.9% |
| 3M | +14.7% | +21.3% | -6.6% | +28.6% |
| 6M | -70.6% | +6.7% | -77.3% | -68.3% |
| YTD | -65.2% | -13.6% | -51.6% | -65.3% |
| 1Y | -73.2% | -11.0% | -62.2% | -72.8% |
| 3Y | -80.8% | -69.8% | -11.0% | -87.5% |
| 5Y | -94.8% | -74.1% | -20.7% | -95.8% |
| All | -94.8% | -73.9% | -20.9% | -95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 5y: compounded portfolio wealth divided by compounded QID 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…
5y analysis · Full analysis span regression · 6 months rolling