-94.4%
HTZ vs QSR
+40.3%
-134.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.5% |
| 7D | -8.5% | -2.9% | -5.6% | -7.0% |
| 30D | -18.9% | +4.1% | -23.1% | -20.7% |
| 3M | -36.0% | -0.7% | -35.4% | -35.9% |
| 6M | -74.6% | +0.4% | -75.0% | -74.9% |
| YTD | -70.8% | +13.5% | -84.3% | -73.8% |
| 1Y | -75.3% | +11.0% | -86.3% | -77.4% |
| 3Y | -81.6% | +22.0% | -103.6% | -84.7% |
| 5Y | -94.4% | +57.1% | -151.5% | -96.4% |
| All | -94.4% | +40.3% | -134.8% | -96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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