-94.4%
HTZ vs SCHG
+91.3%
-185.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -1.9% |
| 7D | -8.5% | +2.7% | -11.3% | -10.7% |
| 30D | -18.9% | -5.2% | -13.7% | -14.1% |
| 3M | -36.0% | -5.2% | -30.9% | -32.0% |
| 6M | -74.6% | -0.6% | -74.0% | -74.2% |
| YTD | -70.8% | +4.7% | -75.5% | -71.7% |
| 1Y | -75.3% | +6.0% | -81.3% | -76.3% |
| 3Y | -81.6% | +78.9% | -160.5% | -89.9% |
| 5Y | -94.4% | +69.9% | -164.3% | -96.8% |
| All | -94.4% | +91.3% | -185.8% | -96.8% |
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 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