-57.6%
HTZ vs SITM
+174.8%
-232.4%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.5% | -5.2% | -0.3% |
| 7D | +7.5% | +9.7% | -2.2% | +5.0% |
| 30D | +47.4% | +12.7% | +34.7% | +43.0% |
| 3M | -54.9% | -13.4% | -41.5% | -54.6% |
| 6M | -47.0% | +59.6% | -106.6% | -50.8% |
| YTD | -55.3% | +73.3% | -128.6% | -58.8% |
| 1Y | -57.6% | +165.5% | -223.2% | -65.0% |
| All | -57.6% | +174.8% | -232.4% | -65.0% |
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