-94.1%
HTZ vs SIRI
-39.1%
-55.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.3% | -6.7% | -7.6% |
| 7D | -27.5% | +5.5% | -33.1% | -28.5% |
| 30D | -21.9% | +22.6% | -44.5% | -26.2% |
| 3M | -29.2% | +12.9% | -42.2% | -31.6% |
| 6M | -75.2% | +22.3% | -97.5% | -76.7% |
| YTD | -70.8% | +67.8% | -138.6% | -75.1% |
| 1Y | -76.1% | +54.6% | -130.7% | -79.1% |
| 3Y | -82.5% | -21.4% | -61.1% | -82.4% |
| 5Y | -94.1% | -39.2% | -54.9% | -93.2% |
| All | -94.1% | -39.1% | -55.0% | -93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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