-7.5%
KEEL vs HTZ
-89.5%
+82.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +3.2% |
| 7D | +7.8% | +7.5% | +0.3% | +5.6% |
| 30D | -11.7% | +47.4% | -59.1% | -22.7% |
| 3M | -41.5% | -54.9% | +13.4% | -31.4% |
| 6M | +54.9% | -47.0% | +101.9% | +70.6% |
| YTD | +47.7% | -55.3% | +102.9% | +69.9% |
| 1Y | +177.6% | -57.6% | +235.2% | +210.6% |
| 3Y | +164.9% | -86.6% | +251.5% | +314.2% |
| 5Y | -45.9% | -86.1% | +40.3% | +7.4% |
| All | -7.5% | -89.5% | +82.1% | +56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling