-93.1%
HTZ vs S
-64.3%
-28.8%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.6% | +7.5% | +8.8% |
| 7D | +18.9% | -8.2% | +27.2% | +21.1% |
| 30D | +26.3% | -7.6% | +33.9% | +28.0% |
| 3M | +49.7% | +12.0% | +37.7% | +43.1% |
| 6M | -61.1% | +50.6% | -111.7% | -66.0% |
| YTD | -56.0% | +56.6% | -112.6% | -62.4% |
| 1Y | -66.4% | +39.2% | -105.7% | -70.4% |
| 3Y | -75.8% | +45.8% | -121.6% | -80.1% |
| 5Y | -93.1% | -66.1% | -27.0% | -92.3% |
| All | -93.1% | -64.3% | -28.8% | -92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling