-65.8%
XYZ vs HTZ
-89.5%
+23.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.1% | -1.0% |
| 7D | -1.0% | +7.5% | -8.4% | -2.2% |
| 30D | -1.7% | +47.4% | -49.1% | -10.7% |
| 3M | +16.7% | -54.9% | +71.6% | +28.2% |
| 6M | +26.9% | -47.0% | +73.9% | +31.9% |
| YTD | +27.1% | -55.3% | +82.4% | +36.8% |
| 1Y | +9.3% | -57.6% | +66.9% | +15.2% |
| 3Y | +42.3% | -86.6% | +128.9% | +97.6% |
| 5Y | -69.3% | -86.1% | +16.8% | -55.7% |
| All | -65.8% | -89.5% | +23.8% | -50.1% |
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