-64.6%
XYZ vs HTZ
-94.7%
+30.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -20.8% | +16.7% | -0.2% |
| 7D | +9.2% | -7.7% | +16.9% | +10.6% |
| 30D | +9.8% | -13.1% | +22.9% | +12.1% |
| 3M | -0.2% | +14.7% | -14.9% | -6.3% |
| 6M | +18.0% | -70.6% | +88.6% | +40.6% |
| YTD | +29.1% | -65.2% | +94.3% | +45.0% |
| 1Y | +14.1% | -73.2% | +87.3% | +35.3% |
| 3Y | +72.6% | -80.8% | +153.5% | +100.0% |
| 5Y | -64.6% | -94.8% | +30.2% | -37.5% |
| All | -64.6% | -94.7% | +30.1% | -37.5% |
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