-94.0%
HTZ vs SCHG
+91.5%
-185.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -3.2% |
| 7D | -16.4% | +0.3% | -16.7% | -15.8% |
| 30D | -15.1% | -7.2% | -7.9% | -8.4% |
| 3M | -28.2% | -4.7% | -23.5% | -24.4% |
| 6M | -73.1% | +0.1% | -73.1% | -72.9% |
| YTD | -68.3% | +4.8% | -73.1% | -69.3% |
| 1Y | -75.2% | +5.8% | -81.0% | -76.2% |
| 3Y | -81.1% | +82.5% | -163.7% | -89.9% |
| 5Y | -95.0% | +69.8% | -164.8% | -97.1% |
| All | -94.0% | +91.5% | -185.4% | -96.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling