-95.0%
HTZ vs SCHG
+64.3%
-159.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +1.0% | -9.4% | -9.3% |
| 7D | -14.6% | -3.4% | -11.1% | -10.8% |
| 30D | -20.8% | -10.1% | -10.7% | -11.8% |
| 3M | -18.8% | -6.3% | -12.5% | -12.9% |
| 6M | -74.7% | -1.8% | -72.9% | -74.1% |
| YTD | -68.1% | +1.9% | -70.0% | -68.3% |
| 1Y | -73.5% | +2.6% | -76.1% | -73.8% |
| 3Y | -81.8% | +78.4% | -160.2% | -90.2% |
| All | -95.0% | +64.3% | -159.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling