-91.6%
HTZ vs REPL
-45.8%
-45.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.2% | +9.0% | +9.2% |
| 7D | +18.9% | +28.8% | -9.9% | +18.3% |
| 30D | +26.3% | +57.3% | -31.1% | +25.0% |
| 3M | +49.7% | +73.6% | -23.9% | +47.9% |
| 6M | -61.1% | +582.8% | -643.9% | -62.9% |
| YTD | -56.0% | +112.9% | -168.9% | -57.2% |
| 1Y | -66.4% | +130.7% | -197.1% | -67.4% |
| 3Y | -75.8% | +45.7% | -121.5% | -79.5% |
| 5Y | -93.1% | -37.9% | -55.1% | -94.1% |
| All | -91.6% | -45.8% | -45.8% | -92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling