-61.1%
HTZ vs SAN
+3.8%
-64.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +6.4% | +2.7% | +4.2% |
| 7D | +18.9% | +4.5% | +14.4% | +14.8% |
| 30D | +26.3% | -12.1% | +38.3% | +39.0% |
| 3M | +49.7% | -15.6% | +65.2% | +70.4% |
| 6M | -61.1% | +5.8% | -66.9% | -60.8% |
| All | -61.1% | +3.8% | -64.9% | -60.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling