-66.4%
HTZ vs SITM
+47.5%
-113.9%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -9.4% | +18.5% | +11.5% |
| 7D | +18.9% | -19.5% | +38.5% | +25.0% |
| 30D | +26.3% | -43.2% | +69.5% | +44.9% |
| 3M | +49.7% | -30.8% | +80.5% | +61.0% |
| 6M | -61.1% | -28.6% | -32.5% | -58.1% |
| YTD | -56.0% | +14.2% | -70.2% | -55.5% |
| 1Y | -66.4% | +44.4% | -110.8% | -66.5% |
| All | -66.4% | +47.5% | -113.9% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling