-93.4%
HTZ vs SGI
+81.2%
-174.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -2.8% | -18.0% | -19.2% |
| 7D | -7.7% | +5.3% | -13.1% | -10.0% |
| 30D | -13.1% | +8.2% | -21.3% | -16.4% |
| 3M | +14.7% | -2.2% | +16.9% | +15.1% |
| 6M | -70.6% | -8.4% | -62.2% | -70.1% |
| YTD | -65.2% | -23.4% | -41.7% | -60.7% |
| 1Y | -73.2% | -14.0% | -59.2% | -72.2% |
| 3Y | -80.8% | +78.8% | -159.6% | -87.0% |
| 5Y | -94.8% | +58.6% | -153.4% | -96.5% |
| All | -93.4% | +81.2% | -174.5% | -95.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling