-86.4%
HTZ vs SGI
+60.4%
-146.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | +7.5% | +8.5% | -1.1% | +2.8% |
| 30D | +47.4% | +0.7% | +46.8% | +45.1% |
| 3M | -54.9% | +0.6% | -55.5% | -56.5% |
| 6M | -47.0% | -17.9% | -29.1% | -42.6% |
| YTD | -55.3% | -21.2% | -34.1% | -50.5% |
| 1Y | -57.6% | -18.9% | -38.8% | -54.7% |
| 3Y | -86.6% | +52.6% | -139.2% | -90.1% |
| All | -86.4% | +60.4% | -146.8% | -91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling