-91.6%
HTZ vs QSR
+45.9%
-137.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +5.5% | +3.7% | +6.1% |
| 7D | +18.9% | +5.2% | +13.8% | +15.7% |
| 30D | +26.3% | +12.2% | +14.1% | +18.4% |
| 3M | +49.7% | +7.0% | +42.6% | +43.6% |
| 6M | -61.1% | -0.3% | -60.8% | -61.6% |
| YTD | -56.0% | +18.0% | -74.0% | -61.3% |
| 1Y | -66.4% | +22.6% | -89.1% | -71.2% |
| 3Y | -75.8% | +28.2% | -104.0% | -80.5% |
| 5Y | -93.1% | +62.1% | -155.2% | -95.6% |
| All | -91.6% | +45.9% | -137.5% | -94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling