-53.7%
HTZ vs SARO
-10.5%
-43.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.7% |
| 7D | -8.5% | +0.4% | -8.9% | -8.5% |
| 30D | -18.9% | +40.3% | -59.3% | -25.3% |
| 3M | -36.0% | +2.2% | -38.3% | -36.3% |
| 6M | -74.6% | +3.7% | -78.3% | -75.3% |
| YTD | -70.8% | -3.3% | -67.5% | -71.2% |
| 1Y | -75.3% | +8.4% | -83.7% | -76.2% |
| All | -53.7% | -10.5% | -43.2% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling