-86.5%
HTZ vs SFM
+108.0%
-194.5%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.5% | +0.6% |
| 7D | +7.5% | -0.1% | +7.6% | +7.5% |
| 30D | +47.4% | -4.4% | +51.8% | +49.4% |
| 3M | -54.9% | +1.5% | -56.4% | -55.2% |
| 6M | -47.0% | +6.5% | -53.5% | -48.8% |
| YTD | -55.3% | +2.2% | -57.4% | -56.4% |
| 1Y | -57.6% | -41.9% | -15.8% | -50.4% |
| All | -86.5% | +108.0% | -194.5% | -93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 3y: compounded portfolio wealth divided by compounded SFM 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…
3y analysis · Full analysis span regression · 6 months rolling