-49.4%
HTZ vs SARO
-10.9%
-38.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +9.2% | -17.6% | -10.4% |
| 7D | -14.6% | +18.2% | -32.8% | -17.9% |
| 30D | -20.8% | +36.4% | -57.2% | -26.5% |
| 3M | -18.8% | -7.9% | -10.9% | -17.2% |
| 6M | -74.7% | +5.2% | -79.9% | -75.6% |
| YTD | -68.1% | -3.7% | -64.4% | -68.5% |
| 1Y | -73.5% | +2.9% | -76.4% | -74.3% |
| All | -49.4% | -10.9% | -38.5% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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