-20.1%
KHC vs HTZ
-89.5%
+69.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.7% |
| 7D | -1.8% | +7.5% | -9.2% | -1.8% |
| 30D | -1.9% | +47.4% | -49.3% | -2.5% |
| 3M | +14.4% | -54.9% | +69.3% | +15.7% |
| 6M | +8.7% | -47.0% | +55.7% | +9.3% |
| YTD | +7.8% | -55.3% | +63.0% | +8.7% |
| 1Y | -1.5% | -57.6% | +56.1% | -0.8% |
| 3Y | -9.9% | -86.6% | +76.7% | -8.5% |
| 5Y | -10.7% | -86.1% | +75.4% | -11.0% |
| All | -20.1% | -89.5% | +69.4% | -19.4% |
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 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