-75.2%
LYFT vs HTZ
-90.7%
+15.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.1% |
| 7D | -8.4% | -11.3% | +2.9% | -6.4% |
| 30D | -7.6% | -27.1% | +19.5% | -2.9% |
| 3M | +11.7% | -59.5% | +71.3% | +24.9% |
| 6M | +15.1% | -50.5% | +65.6% | +20.2% |
| YTD | -20.9% | -60.3% | +39.4% | -13.8% |
| 1Y | -16.4% | -67.1% | +50.8% | -7.9% |
| 3Y | +35.2% | -87.4% | +122.7% | +83.3% |
| 5Y | -69.4% | -87.2% | +17.8% | -58.8% |
| All | -75.2% | -90.7% | +15.5% | -64.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling