+75.6%
META vs HTZ
-89.5%
+165.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.9% |
| 7D | +6.7% | +7.5% | -0.8% | +6.2% |
| 30D | +4.8% | +47.4% | -42.7% | +1.0% |
| 3M | -1.6% | -54.9% | +53.3% | +2.4% |
| 6M | -7.5% | -47.0% | +39.5% | -5.7% |
| YTD | -6.4% | -55.3% | +48.9% | -3.5% |
| 1Y | -17.3% | -57.6% | +40.3% | -15.3% |
| 3Y | +109.9% | -86.6% | +196.5% | +148.9% |
| 5Y | +65.4% | -86.1% | +151.5% | +97.8% |
| All | +75.6% | -89.5% | +165.1% | +106.0% |
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