-93.4%
HTZ vs SIMO
+172.6%
-266.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -14.4% | -6.4% | -18.2% |
| 7D | -7.7% | -31.4% | +23.7% | -1.5% |
| 30D | -13.1% | -45.2% | +32.1% | -3.9% |
| 3M | +14.7% | -36.5% | +51.3% | +22.5% |
| 6M | -70.6% | -34.2% | -36.4% | -69.5% |
| YTD | -65.2% | +69.9% | -135.1% | -71.6% |
| 1Y | -73.2% | +60.4% | -133.6% | -77.9% |
| 3Y | -80.8% | +203.1% | -283.9% | -87.2% |
| 5Y | -94.8% | +145.4% | -240.2% | -96.5% |
| All | -93.4% | +172.6% | -266.0% | -96.1% |
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