-91.5%
HTZ vs SEI
+561.3%
-652.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.1% | +0.5% |
| 7D | +7.5% | +10.2% | -2.8% | +5.1% |
| 30D | +47.4% | -1.0% | +48.5% | +47.8% |
| 3M | -54.9% | -27.9% | -27.0% | -52.0% |
| 6M | -47.0% | +10.4% | -57.4% | -49.4% |
| YTD | -55.3% | +20.1% | -75.4% | -58.6% |
| 1Y | -57.6% | +109.7% | -167.4% | -66.7% |
| 3Y | -86.6% | +458.6% | -545.2% | -92.9% |
| 5Y | -86.1% | +775.3% | -861.4% | -93.9% |
| All | -91.5% | +561.3% | -652.8% | -95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 10y: compounded portfolio wealth divided by compounded SEI 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…
10y analysis · Full analysis span regression · 6 months rolling