-50.4%
KEEL vs HTZ
-93.2%
+42.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.6% | -2.0% | -3.9% |
| 7D | -0.5% | -8.5% | +8.0% | +2.0% |
| 30D | -27.1% | -18.9% | -8.1% | -22.8% |
| 3M | -43.8% | -36.0% | -7.8% | -37.2% |
| 6M | -55.2% | -74.6% | +19.4% | -39.0% |
| YTD | -20.9% | -70.8% | +50.0% | +1.7% |
| 1Y | -28.5% | -75.3% | +46.8% | -4.3% |
| 3Y | +66.1% | -81.6% | +147.6% | +100.5% |
| 5Y | -78.3% | -94.4% | +16.1% | -58.3% |
| All | -50.4% | -93.2% | +42.8% | -6.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling