-53.7%
ZTS vs HTZ
-91.9%
+38.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -20.8% | +12.8% | -6.8% |
| 7D | +4.9% | -7.7% | +12.6% | +5.4% |
| 30D | +15.9% | -13.1% | +29.0% | +16.7% |
| 3M | +11.1% | +14.7% | -3.6% | +9.5% |
| 6M | -26.0% | -70.6% | +44.6% | -22.3% |
| YTD | -33.3% | -65.2% | +31.9% | -30.9% |
| 1Y | -30.3% | -73.2% | +42.9% | -27.0% |
| 3Y | -47.0% | -80.8% | +33.8% | -44.8% |
| 5Y | -59.7% | -94.8% | +35.1% | -54.8% |
| All | -53.7% | -91.9% | +38.1% | -47.8% |
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