-93.4%
HTZ vs S
-51.6%
-41.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -8.8% | -12.0% | -19.0% |
| 7D | -7.7% | -16.7% | +9.0% | -4.0% |
| 30D | -13.1% | -17.0% | +3.9% | -9.8% |
| 3M | +14.7% | +2.0% | +12.7% | +12.8% |
| 6M | -70.6% | +35.1% | -105.7% | -73.2% |
| YTD | -65.2% | +42.8% | -108.0% | -69.0% |
| 1Y | -73.2% | +27.7% | -100.9% | -75.5% |
| 3Y | -80.8% | +33.0% | -113.8% | -83.5% |
| 5Y | -94.8% | -68.0% | -26.8% | -94.8% |
| All | -93.4% | -51.6% | -41.7% | -92.0% |
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