-94.0%
HTZ vs ZBRA
-38.4%
-55.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.3% |
| 7D | -16.4% | -9.5% | -6.9% | -12.8% |
| 30D | -15.1% | -15.6% | +0.5% | -8.6% |
| 3M | -28.2% | -13.2% | -15.0% | -23.7% |
| 6M | -73.1% | +44.5% | -117.6% | -78.8% |
| YTD | -68.3% | +34.5% | -102.8% | -74.3% |
| 1Y | -75.2% | +25.9% | -101.1% | -79.2% |
| 3Y | -81.1% | +61.3% | -142.5% | -87.2% |
| 5Y | -95.0% | -45.2% | -49.8% | -93.2% |
| All | -94.0% | -38.4% | -55.6% | -92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 10y: compounded portfolio wealth divided by compounded ZBRA 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…
10y analysis · Full analysis span regression · 6 months rolling