-81.8%
HTZ vs SCHG
+79.1%
-160.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +1.0% | -9.4% | -9.1% |
| 7D | -14.6% | -3.4% | -11.1% | -11.6% |
| 30D | -20.8% | -10.1% | -10.7% | -14.2% |
| 3M | -18.8% | -6.3% | -12.5% | -14.3% |
| 6M | -74.7% | -1.8% | -72.9% | -74.1% |
| YTD | -68.1% | +1.9% | -70.0% | -68.1% |
| 1Y | -73.5% | +2.6% | -76.1% | -73.6% |
| 3Y | -81.8% | +78.4% | -160.2% | -88.6% |
| All | -81.8% | +79.1% | -160.9% | -88.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling