+48.4%
IR vs HTZ
-85.9%
+134.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.2% |
| 7D | -2.8% | +7.5% | -10.3% | -3.5% |
| 30D | -15.1% | +47.4% | -62.6% | -19.1% |
| 3M | +6.1% | -54.9% | +61.0% | +12.0% |
| 6M | -16.8% | -47.0% | +30.2% | -14.1% |
| YTD | -3.5% | -55.3% | +51.7% | +1.2% |
| 1Y | -3.5% | -57.6% | +54.2% | +0.7% |
| 3Y | +9.5% | -86.6% | +96.1% | +28.4% |
| All | +48.4% | -85.9% | +134.3% | +78.4% |
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