-66.4%
HTZ vs S
+36.5%
-102.9%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.6% | +7.5% | +9.2% |
| 7D | +18.9% | -8.2% | +27.2% | +18.8% |
| 30D | +26.3% | -7.6% | +33.9% | +26.0% |
| 3M | +49.7% | +12.0% | +37.7% | +49.9% |
| 6M | -61.1% | +50.6% | -111.7% | -62.5% |
| YTD | -56.0% | +56.6% | -112.6% | -58.4% |
| 1Y | -66.4% | +39.2% | -105.7% | -66.9% |
| All | -66.4% | +36.5% | -102.9% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling