+544.1%
LLY vs HTZ
-89.7%
+633.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.2% | -8.6% | +0.4% |
| 7D | +10.1% | +18.9% | -8.9% | +9.6% |
| 30D | +24.0% | +26.3% | -2.2% | +23.3% |
| 3M | +27.3% | +49.7% | -22.4% | +25.8% |
| 6M | +47.0% | -61.1% | +108.1% | +48.9% |
| YTD | +32.6% | -56.0% | +88.6% | +33.9% |
| 1Y | +57.3% | -66.4% | +123.8% | +59.4% |
| 3Y | +154.9% | -75.8% | +230.7% | +159.9% |
| 5Y | +447.5% | -93.1% | +540.6% | +452.1% |
| All | +544.1% | -89.7% | +633.8% | +552.9% |
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 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