-49.7%
HTZ vs SARO
-6.5%
-43.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.8% | -5.5% | -1.7% |
| 7D | -16.4% | +15.3% | -31.7% | -19.1% |
| 30D | -15.1% | +43.6% | -58.7% | -22.2% |
| 3M | -28.2% | -0.8% | -27.4% | -28.0% |
| 6M | -73.1% | +15.2% | -88.3% | -74.6% |
| YTD | -68.3% | +1.0% | -69.3% | -69.1% |
| 1Y | -75.2% | +7.9% | -83.2% | -76.2% |
| All | -49.7% | -6.5% | -43.1% | -55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling