-86.4%
HTZ vs SCHG
+84.4%
-170.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +2.1% |
| 7D | +7.5% | -0.7% | +8.2% | +8.1% |
| 30D | +47.4% | +0.2% | +47.2% | +46.9% |
| 3M | -54.9% | +2.2% | -57.1% | -56.0% |
| 6M | -47.0% | +15.0% | -62.0% | -53.4% |
| YTD | -55.3% | +9.2% | -64.4% | -58.8% |
| 1Y | -57.6% | +15.7% | -73.4% | -63.3% |
| 3Y | -86.6% | +87.3% | -173.9% | -93.1% |
| All | -86.4% | +84.4% | -170.8% | -92.4% |
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