-93.4%
HTZ vs SAN
+267.2%
-360.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.5% | -20.3% | -20.5% |
| 7D | -7.7% | +3.5% | -11.2% | -9.2% |
| 30D | -13.1% | -13.2% | +0.1% | -6.5% |
| 3M | +14.7% | -16.9% | +31.7% | +26.3% |
| 6M | -70.6% | +2.3% | -73.0% | -70.8% |
| YTD | -65.2% | +4.9% | -70.1% | -66.1% |
| 1Y | -73.2% | +20.4% | -93.6% | -75.6% |
| 3Y | -80.8% | +243.2% | -324.0% | -90.2% |
| 5Y | -94.8% | +275.3% | -370.1% | -97.6% |
| All | -93.4% | +267.2% | -360.6% | -96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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