-86.5%
HTZ vs SBAC
-8.8%
-77.7%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.8% |
| 7D | +7.5% | -0.8% | +8.3% | +7.8% |
| 30D | +47.4% | +6.9% | +40.5% | +43.4% |
| 3M | -54.9% | -8.2% | -46.7% | -53.1% |
| 6M | -47.0% | -1.6% | -45.4% | -46.9% |
| YTD | -55.3% | -0.1% | -55.1% | -55.9% |
| 1Y | -57.6% | -0.5% | -57.2% | -58.2% |
| All | -86.5% | -8.8% | -77.7% | -85.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling