-95.0%
HTZ vs QSR
+54.8%
-149.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -1.1% | -7.3% | -7.7% |
| 7D | -14.6% | +7.3% | -21.9% | -17.9% |
| 30D | -20.8% | +11.9% | -32.7% | -25.8% |
| 3M | -18.8% | +7.5% | -26.3% | -22.2% |
| 6M | -74.7% | +2.5% | -77.2% | -75.4% |
| YTD | -68.1% | +17.0% | -85.0% | -72.0% |
| 1Y | -73.5% | +18.1% | -91.6% | -76.9% |
| 3Y | -81.8% | +28.6% | -110.4% | -85.8% |
| All | -95.0% | +54.8% | -149.8% | -96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling