-86.5%
HTZ vs SITM
+372.9%
-459.5%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.5% | -5.2% | -0.1% |
| 7D | +7.5% | +9.7% | -2.2% | +5.4% |
| 30D | +47.4% | +12.7% | +34.7% | +43.8% |
| 3M | -54.9% | -13.4% | -41.5% | -54.2% |
| 6M | -47.0% | +59.6% | -106.6% | -52.1% |
| YTD | -55.3% | +73.3% | -128.6% | -60.5% |
| 1Y | -57.6% | +165.5% | -223.2% | -65.9% |
| All | -86.5% | +372.9% | -459.5% | -91.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling