-86.5%
HTZ vs S
+16.9%
-103.5%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | +7.5% | -7.7% | +15.2% | +8.8% |
| 30D | +47.4% | -5.3% | +52.8% | +47.6% |
| 3M | -54.9% | +20.3% | -75.2% | -57.3% |
| 6M | -47.0% | +47.4% | -94.4% | -52.8% |
| YTD | -55.3% | +32.5% | -87.8% | -59.2% |
| 1Y | -57.6% | +9.5% | -67.2% | -59.8% |
| All | -86.5% | +16.9% | -103.5% | -88.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling