-93.4%
HTZ vs SBAC
-34.0%
-59.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -1.2% | -19.6% | -20.2% |
| 7D | -7.7% | +4.4% | -12.2% | -9.3% |
| 30D | -13.1% | +13.8% | -26.9% | -18.5% |
| 3M | +14.7% | +9.0% | +5.8% | +10.2% |
| 6M | -70.6% | -10.0% | -60.6% | -69.4% |
| YTD | -65.2% | +1.8% | -67.0% | -66.3% |
| 1Y | -73.2% | +1.1% | -74.3% | -74.0% |
| 3Y | -80.8% | -9.5% | -71.3% | -80.5% |
| 5Y | -94.8% | -39.0% | -55.8% | -93.8% |
| All | -93.4% | -34.0% | -59.4% | -90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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