+31.9%
LHX vs HTZ
-92.5%
+124.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.4% | +9.1% | +1.0% |
| 7D | -6.4% | -14.6% | +8.2% | -6.1% |
| 30D | +11.2% | -20.8% | +32.0% | +11.9% |
| 3M | -9.8% | -18.8% | +9.0% | -9.6% |
| 6M | -13.2% | -74.7% | +61.5% | -10.0% |
| YTD | -10.4% | -68.1% | +57.7% | -8.1% |
| 1Y | -7.3% | -73.5% | +66.2% | -4.4% |
| 3Y | +51.5% | -81.8% | +133.3% | +55.7% |
| 5Y | +28.2% | -95.2% | +123.4% | +37.9% |
| All | +31.9% | -92.5% | +124.4% | +41.5% |
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 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