-93.4%
HTZ vs SIRI
-38.8%
-54.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.5% | -20.3% | -20.6% |
| 7D | -7.7% | +15.9% | -23.6% | -11.5% |
| 30D | -13.1% | +26.0% | -39.1% | -18.8% |
| 3M | +14.7% | +9.2% | +5.5% | +11.6% |
| 6M | -70.6% | +28.3% | -98.9% | -72.8% |
| YTD | -65.2% | +71.5% | -136.6% | -70.6% |
| 1Y | -73.2% | +55.0% | -128.1% | -76.6% |
| 3Y | -80.8% | -24.4% | -56.4% | -80.5% |
| 5Y | -94.8% | -37.6% | -57.2% | -94.2% |
| All | -93.4% | -38.8% | -54.6% | -92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling