+9.9%
IR vs HTZ
-76.0%
+86.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.1% | +6.4% | +0.6% |
| 7D | +4.3% | -14.0% | +18.2% | +5.1% |
| 30D | +8.1% | -19.8% | +27.9% | +9.2% |
| 3M | +0.7% | -45.0% | +45.7% | +3.7% |
| 6M | +16.6% | -73.2% | +89.8% | +31.5% |
| YTD | +7.8% | -70.0% | +77.8% | +18.0% |
| 1Y | +9.9% | -75.7% | +85.6% | +25.3% |
| All | +9.9% | -76.0% | +86.0% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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