-91.5%
HTZ vs Z
-71.6%
-19.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +2.0% |
| 7D | +7.5% | -3.0% | +10.5% | +8.4% |
| 30D | +47.4% | -4.2% | +51.6% | +47.4% |
| 3M | -54.9% | -3.7% | -51.2% | -55.3% |
| 6M | -47.0% | -24.5% | -22.5% | -43.0% |
| YTD | -55.3% | -49.3% | -6.0% | -45.3% |
| 1Y | -57.6% | -58.7% | +1.0% | -44.7% |
| 3Y | -86.6% | -34.1% | -52.5% | -85.7% |
| 5Y | -86.1% | -64.5% | -21.6% | -84.1% |
| All | -91.5% | -71.6% | -19.8% | -89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling