-93.4%
HTZ vs SCCO
+239.7%
-333.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -6.5% | -14.3% | -18.0% |
| 7D | -7.7% | -12.9% | +5.2% | -1.8% |
| 30D | -13.1% | -18.2% | +5.1% | -5.5% |
| 3M | +14.7% | -13.7% | +28.5% | +21.4% |
| 6M | -70.6% | +0.9% | -71.5% | -70.9% |
| YTD | -65.2% | +21.8% | -87.0% | -69.0% |
| 1Y | -73.2% | +30.5% | -103.7% | -76.8% |
| 3Y | -80.8% | +161.0% | -241.8% | -88.7% |
| 5Y | -94.8% | +267.1% | -361.9% | -97.4% |
| All | -93.4% | +239.7% | -333.1% | -96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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