-93.9%
HTZ vs SCHG
+86.2%
-180.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +1.0% | -9.4% | -9.3% |
| 7D | -14.6% | -3.4% | -11.1% | -10.9% |
| 30D | -20.8% | -10.1% | -10.7% | -11.9% |
| 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% | -90.1% |
| 5Y | -95.2% | +64.6% | -159.8% | -97.2% |
| All | -93.9% | +86.2% | -180.1% | -96.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling