-57.6%
HTZ vs SGI
-17.2%
-40.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +7.5% | +8.5% | -1.1% | +5.5% |
| 30D | +47.4% | +0.7% | +46.8% | +46.4% |
| 3M | -54.9% | +0.6% | -55.5% | -55.9% |
| 6M | -47.0% | -17.9% | -29.1% | -43.8% |
| YTD | -55.3% | -21.2% | -34.1% | -51.6% |
| 1Y | -57.6% | -18.9% | -38.8% | -53.2% |
| All | -57.6% | -17.2% | -40.5% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling