+61.0%
T vs HTZ
-81.0%
+142.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -20.8% | +20.8% | +0.3% |
| 7D | +4.3% | -7.7% | +12.0% | +4.4% |
| 30D | -9.7% | -13.1% | +3.4% | -9.5% |
| 3M | -4.3% | +14.7% | -19.1% | -4.7% |
| 6M | -13.7% | -70.6% | +56.9% | -12.9% |
| YTD | -8.0% | -65.2% | +57.2% | -7.4% |
| 1Y | -6.9% | -73.2% | +66.3% | -6.0% |
| All | +61.0% | -81.0% | +142.0% | +67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling