-93.4%
HTZ vs SCHG
+84.4%
-177.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -5.5% | -15.3% | -15.7% |
| 7D | -7.7% | -6.8% | -0.9% | -0.5% |
| 30D | -13.1% | -11.2% | -2.0% | -2.2% |
| 3M | +14.7% | -7.4% | +22.1% | +24.4% |
| 6M | -70.6% | -1.0% | -69.6% | -70.0% |
| YTD | -65.2% | +0.9% | -66.1% | -65.1% |
| 1Y | -73.2% | -0.2% | -73.0% | -72.8% |
| 3Y | -80.8% | +77.7% | -158.5% | -89.5% |
| 5Y | -94.8% | +62.9% | -157.7% | -96.9% |
| All | -93.4% | +84.4% | -177.7% | -96.0% |
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