-91.5%
HTZ vs SCCO
+304.2%
-395.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | +7.5% | -5.3% | +12.7% | +10.0% |
| 30D | +47.4% | +2.7% | +44.8% | +45.8% |
| 3M | -54.9% | +4.2% | -59.1% | -55.7% |
| 6M | -47.0% | -0.6% | -46.4% | -47.3% |
| YTD | -55.3% | +45.0% | -100.2% | -62.7% |
| 1Y | -57.6% | +109.3% | -167.0% | -70.9% |
| 3Y | -86.6% | +180.8% | -267.4% | -92.3% |
| 5Y | -86.1% | +314.3% | -400.4% | -93.6% |
| All | -91.5% | +304.2% | -395.7% | -96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling