-93.4%
HTZ vs QS
-86.0%
-7.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -7.2% | -13.6% | -18.8% |
| 7D | -7.7% | -2.1% | -5.6% | -6.7% |
| 30D | -13.1% | -11.6% | -1.5% | -9.8% |
| 3M | +14.7% | -25.5% | +40.3% | +25.3% |
| 6M | -70.6% | -43.4% | -27.2% | -65.9% |
| YTD | -65.2% | -60.6% | -4.6% | -56.0% |
| 1Y | -73.2% | -75.9% | +2.7% | -61.5% |
| 3Y | -80.8% | -32.5% | -48.3% | -82.5% |
| 5Y | -94.8% | -86.8% | -8.0% | -93.8% |
| All | -93.4% | -86.0% | -7.3% | -92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling