-54.0%
W vs HTZ
-94.7%
+40.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -20.8% | +12.6% | -3.2% |
| 7D | -5.6% | -7.7% | +2.1% | -4.0% |
| 30D | +7.5% | -13.1% | +20.6% | +10.5% |
| 3M | +5.4% | +14.7% | -9.3% | -2.4% |
| 6M | +79.4% | -70.6% | +150.0% | +123.8% |
| YTD | +12.9% | -65.2% | +78.1% | +30.2% |
| 1Y | +12.4% | -73.2% | +85.6% | +39.0% |
| 3Y | +128.5% | -80.8% | +209.3% | +173.4% |
| 5Y | -54.0% | -94.8% | +40.8% | -9.4% |
| All | -54.0% | -94.7% | +40.8% | -9.4% |
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 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