+29.2%
LOW vs HTZ
-91.9%
+121.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -20.8% | +19.9% | +0.7% |
| 7D | +9.6% | -7.7% | +17.4% | +10.1% |
| 30D | +24.5% | -13.1% | +37.6% | +25.5% |
| 3M | +4.0% | +14.7% | -10.8% | +1.6% |
| 6M | +2.2% | -70.6% | +72.8% | +9.8% |
| YTD | -3.7% | -65.2% | +61.5% | +1.3% |
| 1Y | -0.9% | -73.2% | +72.3% | +6.4% |
| 3Y | +23.8% | -80.8% | +104.6% | +30.8% |
| 5Y | +6.6% | -94.8% | +101.4% | +24.1% |
| All | +29.2% | -91.9% | +121.1% | +47.9% |
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