-66.4%
HTZ vs SCHG
+5.5%
-72.0%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.3% | +7.9% | +7.9% |
| 7D | +18.9% | -2.5% | +21.5% | +21.9% |
| 30D | +26.3% | -5.4% | +31.7% | +33.6% |
| 3M | +49.7% | -2.2% | +51.8% | +53.0% |
| 6M | -61.1% | +5.2% | -66.3% | -63.3% |
| YTD | -56.0% | +6.8% | -62.8% | -59.5% |
| 1Y | -66.4% | +5.9% | -72.3% | -68.8% |
| All | -66.4% | +5.5% | -72.0% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling