+37.7%
LHX vs HTZ
-92.6%
+130.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.0% | +4.5% |
| 7D | -2.7% | -16.4% | +13.7% | -2.3% |
| 30D | +14.5% | -15.1% | +29.6% | +14.9% |
| 3M | -4.9% | -28.2% | +23.3% | -4.2% |
| 6M | -8.6% | -73.1% | +64.4% | -5.4% |
| YTD | -6.4% | -68.3% | +61.9% | -4.0% |
| 1Y | -5.1% | -75.2% | +70.2% | -1.9% |
| 3Y | +59.1% | -81.1% | +140.2% | +63.0% |
| 5Y | +33.4% | -95.0% | +128.4% | +43.5% |
| All | +37.7% | -92.6% | +130.3% | +47.8% |
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