-93.1%
HTZ vs SAN
+275.2%
-368.2%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +6.4% | +2.7% | +5.9% |
| 7D | +18.9% | +4.5% | +14.4% | +16.3% |
| 30D | +26.3% | -12.1% | +38.3% | +34.9% |
| 3M | +49.7% | -15.6% | +65.2% | +63.3% |
| 6M | -61.1% | +5.8% | -66.9% | -61.9% |
| YTD | -56.0% | +5.5% | -61.5% | -57.3% |
| 1Y | -66.4% | +23.6% | -90.0% | -69.9% |
| 3Y | -75.8% | +244.9% | -320.7% | -87.7% |
| 5Y | -93.1% | +282.2% | -375.3% | -96.7% |
| All | -93.1% | +275.2% | -368.2% | -96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling