+43.8%
IR vs HTZ
-94.7%
+138.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -20.8% | +18.0% | -0.8% |
| 7D | +2.3% | -7.7% | +10.0% | +2.8% |
| 30D | +3.3% | -13.1% | +16.4% | +4.3% |
| 3M | -9.0% | +14.7% | -23.8% | -11.9% |
| 6M | +8.0% | -70.6% | +78.6% | +18.8% |
| YTD | +3.4% | -65.2% | +68.6% | +10.7% |
| 1Y | +4.5% | -73.2% | +77.7% | +14.8% |
| 3Y | +25.6% | -80.8% | +106.4% | +36.7% |
| 5Y | +43.8% | -94.8% | +138.6% | +83.8% |
| All | +43.8% | -94.7% | +138.5% | +83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling