-74.9%
HTZ vs SGI
+83.9%
-158.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +6.8% | +2.4% | +5.1% |
| 7D | +18.9% | +12.1% | +6.9% | +11.2% |
| 30D | +26.3% | +12.1% | +14.2% | +18.1% |
| 3M | +49.7% | +0.4% | +49.2% | +47.2% |
| 6M | -61.1% | -4.0% | -57.1% | -61.7% |
| YTD | -56.0% | -21.2% | -34.8% | -50.2% |
| 1Y | -66.4% | -12.1% | -54.3% | -65.8% |
| All | -74.9% | +83.9% | -158.9% | -88.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling