+43.7%
RF vs HTZ
-94.7%
+138.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -20.8% | +18.7% | 0.0% |
| 7D | -1.6% | -7.7% | +6.1% | -1.1% |
| 30D | +5.0% | -13.1% | +18.1% | +6.0% |
| 3M | -10.0% | +14.7% | -24.7% | -13.0% |
| 6M | +3.3% | -70.6% | +73.9% | +14.0% |
| YTD | +7.9% | -65.2% | +73.1% | +15.3% |
| 1Y | +21.2% | -73.2% | +94.4% | +33.4% |
| 3Y | +105.8% | -80.8% | +186.6% | +125.4% |
| 5Y | +43.7% | -94.8% | +138.5% | +92.9% |
| All | +43.7% | -94.7% | +138.5% | +92.9% |
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 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