-91.6%
HTZ vs SBAC
-33.2%
-58.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +5.8% | +3.3% | +6.6% |
| 7D | +18.9% | +5.8% | +13.1% | +16.1% |
| 30D | +26.3% | +20.8% | +5.5% | +15.3% |
| 3M | +49.7% | +4.8% | +44.9% | +45.8% |
| 6M | -61.1% | -9.1% | -52.0% | -59.7% |
| YTD | -56.0% | +3.1% | -59.1% | -57.7% |
| 1Y | -66.4% | +2.2% | -68.6% | -67.6% |
| 3Y | -75.8% | -8.4% | -67.4% | -75.6% |
| 5Y | -93.1% | -38.6% | -54.4% | -91.9% |
| All | -91.6% | -33.2% | -58.5% | -88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling