-72.4%
LULU vs HTZ
-89.5%
+17.2%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +1.3% | -18.7% | -17.5% |
| 7D | -16.7% | +7.5% | -24.2% | -17.4% |
| 30D | -18.5% | +47.4% | -66.0% | -22.6% |
| 3M | -19.5% | -54.9% | +35.4% | -14.9% |
| 6M | -41.9% | -47.0% | +5.1% | -40.1% |
| YTD | -51.6% | -55.3% | +3.7% | -49.3% |
| 1Y | -51.2% | -57.6% | +6.5% | -49.3% |
| 3Y | -75.1% | -86.6% | +11.5% | -70.2% |
| 5Y | -74.1% | -86.1% | +12.0% | -68.7% |
| All | -72.4% | -89.5% | +17.2% | -66.2% |
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