-61.1%
HTZ vs Z
-25.5%
-35.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +9.4% | -0.2% | +9.2% |
| 7D | +18.9% | +10.2% | +8.8% | +18.9% |
| 30D | +26.3% | +23.7% | +2.6% | +29.1% |
| 3M | +49.7% | -6.6% | +56.2% | +45.6% |
| 6M | -61.1% | -23.0% | -38.1% | -58.1% |
| All | -61.1% | -25.5% | -35.6% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 6mo: compounded portfolio wealth divided by compounded Z 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…
6mo analysis · Full analysis span regression · 6 months rolling