-74.0%
HTZ vs SCHG
+4.3%
-78.3%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -4.1% |
| 7D | -16.4% | +0.3% | -16.7% | -15.1% |
| 30D | -15.1% | -7.2% | -7.9% | -6.7% |
| 3M | -28.2% | -4.7% | -23.5% | -23.3% |
| 6M | -73.1% | +0.1% | -73.1% | -72.6% |
| YTD | -68.3% | +4.8% | -73.1% | -69.6% |
| All | -74.0% | +4.3% | -78.3% | -74.6% |
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