-93.4%
HTZ vs QSR
+46.2%
-139.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +0.2% | -21.0% | -20.9% |
| 7D | -7.7% | +7.6% | -15.3% | -11.3% |
| 30D | -13.1% | +11.8% | -24.9% | -18.4% |
| 3M | +14.7% | +6.4% | +8.3% | +10.4% |
| 6M | -70.6% | -2.1% | -68.5% | -70.7% |
| YTD | -65.2% | +18.3% | -83.4% | -69.4% |
| 1Y | -73.2% | +21.4% | -94.6% | -76.9% |
| 3Y | -80.8% | +28.5% | -109.3% | -84.6% |
| 5Y | -94.8% | +57.5% | -152.3% | -96.7% |
| All | -93.4% | +46.2% | -139.6% | -95.6% |
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