-94.4%
HTZ vs SCCO
+249.9%
-344.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.2% | -4.8% | -6.6% |
| 7D | -27.5% | -1.8% | -25.7% | -26.5% |
| 30D | -21.9% | -17.8% | -4.1% | -15.2% |
| 3M | -29.2% | -12.5% | -16.7% | -25.6% |
| 6M | -75.2% | -4.1% | -71.1% | -75.0% |
| YTD | -70.8% | +25.5% | -96.3% | -74.3% |
| 1Y | -76.1% | +31.0% | -107.1% | -79.4% |
| 3Y | -82.5% | +178.7% | -261.2% | -90.0% |
| 5Y | -94.1% | +279.7% | -373.8% | -97.1% |
| All | -94.4% | +249.9% | -344.4% | -97.3% |
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