-47.0%
HTZ vs SITM
+49.4%
-96.4%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.5% | -5.2% | -1.0% |
| 7D | +7.5% | +9.7% | -2.2% | +3.9% |
| 30D | +47.4% | +12.7% | +34.7% | +40.3% |
| 3M | -54.9% | -13.4% | -41.5% | -54.5% |
| 6M | -47.0% | +59.6% | -106.6% | -55.4% |
| All | -47.0% | +49.4% | -96.4% | -55.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling