+58.2%
KEYS vs HTZ
-94.4%
+152.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -1.9% |
| 7D | +9.4% | -8.5% | +17.9% | +10.3% |
| 30D | -16.8% | -18.9% | +2.2% | -15.4% |
| 3M | -15.9% | -36.0% | +20.2% | -12.7% |
| 6M | -17.6% | -74.6% | +57.0% | -8.1% |
| YTD | +46.5% | -70.8% | +117.3% | +59.4% |
| 1Y | +66.9% | -75.3% | +142.2% | +84.5% |
| 3Y | +141.4% | -81.6% | +223.0% | +159.1% |
| All | +58.2% | -94.4% | +152.6% | +106.6% |
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