0.0%
HTZ vs SGI
+10.1%
-10.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -2.8% | -18.0% | -17.6% |
| 7D | -7.7% | +5.3% | -13.1% | -9.9% |
| 30D | -13.1% | +8.2% | -21.3% | -16.9% |
| All | 0.0% | +10.1% | -10.1% | -4.8% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling