-93.1%
HTZ vs SFM
+132.6%
-225.6%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.6% | +5.5% | +8.5% |
| 7D | +18.9% | -12.3% | +31.2% | +20.8% |
| 30D | +26.3% | -16.2% | +42.5% | +29.5% |
| 3M | +49.7% | -36.8% | +86.5% | +62.5% |
| 6M | -61.1% | -32.6% | -28.5% | -58.6% |
| YTD | -56.0% | -31.7% | -24.3% | -53.7% |
| 1Y | -66.4% | -35.0% | -31.4% | -64.3% |
| 3Y | -75.8% | +30.6% | -106.4% | -77.4% |
| 5Y | -93.1% | +136.0% | -229.1% | -95.3% |
| All | -93.1% | +132.6% | -225.6% | -95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling