-94.4%
HTZ vs QSR
+44.5%
-138.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.1% | -8.1% | -8.1% |
| 7D | -27.5% | +4.5% | -32.0% | -29.2% |
| 30D | -21.9% | +9.4% | -31.3% | -25.6% |
| 3M | -29.2% | +7.5% | -36.7% | -32.1% |
| 6M | -75.2% | -0.8% | -74.4% | -75.3% |
| YTD | -70.8% | +16.9% | -87.7% | -74.2% |
| 1Y | -76.1% | +16.3% | -92.4% | -78.8% |
| 3Y | -82.5% | +25.3% | -107.8% | -85.7% |
| 5Y | -94.1% | +60.4% | -154.5% | -96.2% |
| All | -94.4% | +44.5% | -138.9% | -96.3% |
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