+20.5%
O vs HTZ
-91.9%
+112.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -20.8% | +21.3% | +1.3% |
| 7D | +4.5% | -7.7% | +12.2% | +4.7% |
| 30D | +10.2% | -13.1% | +23.3% | +10.6% |
| 3M | -3.8% | +14.7% | -18.5% | -4.9% |
| 6M | -3.8% | -70.6% | +66.8% | -0.1% |
| YTD | +10.3% | -65.2% | +75.5% | +13.2% |
| 1Y | +11.9% | -73.2% | +85.1% | +16.1% |
| 3Y | +38.1% | -80.8% | +118.9% | +42.4% |
| 5Y | +11.1% | -94.8% | +105.9% | +21.9% |
| All | +20.5% | -91.9% | +112.4% | +32.4% |
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