-73.5%
HTZ vs QS
-74.7%
+1.2%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +4.1% | -12.5% | -10.1% |
| 7D | -14.6% | +5.4% | -20.0% | -15.8% |
| 30D | -20.8% | -5.3% | -15.5% | -18.8% |
| 3M | -18.8% | -22.6% | +3.8% | -9.6% |
| 6M | -74.7% | -46.2% | -28.5% | -69.1% |
| YTD | -68.1% | -58.9% | -9.2% | -56.7% |
| 1Y | -73.5% | -73.1% | -0.4% | -56.4% |
| All | -73.5% | -74.7% | +1.2% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling