-93.9%
HTZ vs QSR
+44.6%
-138.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -1.1% | -7.3% | -7.8% |
| 7D | -14.6% | +7.3% | -21.9% | -17.7% |
| 30D | -20.8% | +11.9% | -32.7% | -25.6% |
| 3M | -18.8% | +7.5% | -26.3% | -22.0% |
| 6M | -74.7% | +2.5% | -77.2% | -75.4% |
| YTD | -68.1% | +17.0% | -85.0% | -71.8% |
| 1Y | -73.5% | +18.1% | -91.6% | -76.7% |
| 3Y | -81.8% | +28.6% | -110.4% | -85.5% |
| 5Y | -95.2% | +55.8% | -151.0% | -96.9% |
| All | -93.9% | +44.6% | -138.5% | -95.9% |
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