-91.6%
HTZ vs S
-47.0%
-44.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.6% | +7.5% | +8.8% |
| 7D | +18.9% | -8.2% | +27.2% | +20.9% |
| 30D | +26.3% | -7.6% | +33.9% | +27.8% |
| 3M | +49.7% | +12.0% | +37.7% | +43.8% |
| 6M | -61.1% | +50.6% | -111.7% | -65.5% |
| YTD | -56.0% | +56.6% | -112.6% | -61.8% |
| 1Y | -66.4% | +39.2% | -105.7% | -70.0% |
| 3Y | -75.8% | +45.8% | -121.6% | -79.6% |
| 5Y | -93.1% | -66.1% | -27.0% | -93.2% |
| All | -91.6% | -47.0% | -44.7% | -90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling