+143.2%
KEYS vs HTZ
-86.4%
+229.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.3% |
| 7D | +2.3% | +7.5% | -5.2% | +1.7% |
| 30D | -2.6% | +47.4% | -50.1% | -5.8% |
| 3M | -4.6% | -54.9% | +50.3% | -0.7% |
| 6M | +8.7% | -47.0% | +55.7% | +11.4% |
| YTD | +61.0% | -55.3% | +116.3% | +66.8% |
| 1Y | +96.0% | -57.6% | +153.6% | +102.1% |
| All | +143.2% | -86.4% | +229.6% | +175.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling