-59.8%
W vs HTZ
-89.7%
+29.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +9.2% | +1.8% | +9.0% |
| 7D | +8.4% | +18.9% | -10.6% | +4.4% |
| 30D | +16.5% | +26.3% | -9.7% | +10.1% |
| 3M | +6.4% | +49.7% | -43.2% | -6.1% |
| 6M | +90.5% | -61.1% | +151.6% | +119.2% |
| YTD | +23.1% | -56.0% | +79.1% | +33.7% |
| 1Y | +24.3% | -66.4% | +90.7% | +44.0% |
| 3Y | +149.0% | -75.8% | +224.8% | +172.5% |
| 5Y | -51.7% | -93.1% | +41.4% | -27.5% |
| All | -59.8% | -89.7% | +29.9% | -41.1% |
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 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