-94.4%
HTZ vs SCCO
+237.0%
-331.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -1.5% |
| 7D | -8.5% | -1.9% | -6.6% | -7.7% |
| 30D | -18.9% | -17.4% | -1.5% | -12.0% |
| 3M | -36.0% | -11.7% | -24.4% | -33.0% |
| 6M | -74.6% | -12.1% | -62.5% | -73.3% |
| YTD | -70.8% | +20.9% | -91.7% | -73.9% |
| 1Y | -75.3% | +31.3% | -106.6% | -78.7% |
| 3Y | -81.6% | +170.3% | -251.9% | -89.3% |
| 5Y | -94.4% | +240.8% | -335.2% | -97.2% |
| All | -94.4% | +237.0% | -331.5% | -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