+438.9%
LLY vs HTZ
-94.7%
+533.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -20.8% | +17.0% | -3.1% |
| 7D | -0.7% | -7.7% | +7.1% | -0.4% |
| 30D | +17.9% | -13.1% | +31.0% | +18.3% |
| 3M | +16.8% | +14.7% | +2.1% | +16.0% |
| 6M | +38.4% | -70.6% | +109.1% | +41.9% |
| YTD | +27.6% | -65.2% | +92.8% | +30.1% |
| 1Y | +48.3% | -73.2% | +121.5% | +51.9% |
| 3Y | +145.4% | -80.8% | +226.2% | +154.1% |
| 5Y | +438.9% | -94.8% | +533.7% | +462.3% |
| All | +438.9% | -94.7% | +533.6% | +462.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling