-70.0%
LYFT vs HTZ
-87.0%
+17.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | -13.1% | -9.7% | -3.4% | -11.5% |
| 30D | -14.4% | -16.3% | +2.0% | -12.5% |
| 3M | +12.2% | -58.8% | +71.0% | +25.0% |
| 6M | +13.4% | -48.9% | +62.2% | +17.6% |
| YTD | -22.5% | -60.1% | +37.7% | -15.6% |
| 1Y | -20.8% | -65.0% | +44.2% | -14.2% |
| 3Y | +38.8% | -87.2% | +126.0% | +91.6% |
| 5Y | -70.0% | -87.1% | +17.1% | -55.7% |
| All | -70.0% | -87.0% | +17.0% | -55.7% |
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