-91.5%
HTZ vs SITM
+383.7%
-475.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.5% | -5.2% | -0.2% |
| 7D | +7.5% | +9.7% | -2.2% | +5.1% |
| 30D | +47.4% | +12.7% | +34.7% | +43.4% |
| 3M | -54.9% | -13.4% | -41.5% | -54.0% |
| 6M | -47.0% | +59.6% | -106.6% | -53.5% |
| YTD | -55.3% | +73.3% | -128.6% | -61.9% |
| 1Y | -57.6% | +165.5% | -223.2% | -68.0% |
| 3Y | -86.6% | +368.7% | -455.3% | -92.2% |
| 5Y | -86.1% | +172.5% | -258.6% | -91.8% |
| All | -91.5% | +383.7% | -475.2% | -96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling