-91.6%
HTZ vs SIMO
+218.5%
-310.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -9.6% | +18.8% | +10.8% |
| 7D | +18.9% | -16.9% | +35.8% | +22.2% |
| 30D | +26.3% | -35.4% | +61.6% | +35.0% |
| 3M | +49.7% | -31.9% | +81.5% | +56.7% |
| 6M | -61.1% | -19.3% | -41.8% | -61.3% |
| YTD | -56.0% | +98.5% | -154.5% | -65.3% |
| 1Y | -66.4% | +100.5% | -166.9% | -73.6% |
| 3Y | -75.8% | +254.1% | -329.9% | -84.4% |
| 5Y | -93.1% | +187.4% | -280.5% | -95.5% |
| All | -91.6% | +218.5% | -310.1% | -95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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