-74.7%
HTZ vs SARO
+7.8%
-82.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +9.2% | -17.6% | -8.0% |
| 7D | -14.6% | +18.2% | -32.8% | -14.0% |
| 30D | -20.8% | +36.4% | -57.2% | -19.4% |
| 3M | -18.8% | -7.9% | -10.9% | -20.0% |
| 6M | -74.7% | +5.2% | -79.9% | -76.5% |
| All | -74.7% | +7.8% | -82.5% | -76.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling