+237.3%
P vs HTZ
-94.7%
+332.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -20.8% | +4.4% | -14.2% |
| 7D | -31.9% | -7.7% | -24.2% | -31.2% |
| 30D | -36.5% | -13.1% | -23.4% | -35.6% |
| 3M | +11.6% | +14.7% | -3.2% | +8.9% |
| 6M | +25.2% | -70.6% | +95.8% | +37.3% |
| YTD | +39.4% | -65.2% | +104.6% | +48.6% |
| 1Y | -3.7% | -73.2% | +69.5% | +5.2% |
| 3Y | +167.3% | -80.8% | +248.1% | +191.4% |
| 5Y | +237.3% | -94.8% | +332.1% | +398.2% |
| All | +237.3% | -94.7% | +332.1% | +398.2% |
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 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