-86.5%
HTZ vs REPL
-22.6%
-63.9%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +3.0% | +1.3% |
| 7D | +7.5% | -3.0% | +10.4% | +7.5% |
| 30D | +47.4% | +27.1% | +20.3% | +47.4% |
| 3M | -54.9% | +52.4% | -107.3% | -54.7% |
| 6M | -47.0% | +107.4% | -154.5% | -46.2% |
| YTD | -55.3% | +54.7% | -110.0% | -54.5% |
| 1Y | -57.6% | +158.9% | -216.5% | -57.5% |
| All | -86.5% | -22.6% | -63.9% | -88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 3y: compounded portfolio wealth divided by compounded REPL 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…
3y analysis · Full analysis span regression · 6 months rolling