+134.1%
LLY vs HTZ
-81.0%
+215.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -20.8% | +17.0% | -3.2% |
| 7D | -0.7% | -7.7% | +7.1% | -0.5% |
| 30D | +17.9% | -13.1% | +31.0% | +18.3% |
| 3M | +16.8% | +14.7% | +2.1% | +16.2% |
| 6M | +38.4% | -70.6% | +109.1% | +41.0% |
| YTD | +27.6% | -65.2% | +92.8% | +29.5% |
| 1Y | +48.3% | -73.2% | +121.5% | +50.8% |
| All | +134.1% | -81.0% | +215.0% | +127.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling