+45.3%
LLY vs HTZ
-75.3%
+120.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.4% | +7.6% | -0.3% |
| 7D | -4.5% | -14.6% | +10.1% | -3.7% |
| 30D | +13.9% | -20.8% | +34.7% | +15.3% |
| 3M | +13.8% | -18.8% | +32.6% | +14.6% |
| 6M | +37.6% | -74.7% | +112.3% | +47.4% |
| YTD | +26.6% | -68.1% | +94.7% | +33.6% |
| 1Y | +45.3% | -73.5% | +118.8% | +53.4% |
| All | +45.3% | -75.3% | +120.6% | +53.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling