-10.9%
HTZ vs SKDD
-41.0%
+30.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SKDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -6.7% | -1.7% | -8.7% |
| 7D | -14.6% | +29.2% | -43.8% | -13.5% |
| 30D | -20.8% | +57.2% | -77.9% | -19.4% |
| 3M | -18.8% | -19.0% | +0.1% | -18.8% |
| All | -10.9% | -41.0% | +30.1% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SKDD.
Daily Out/Under-Performance
Portfolio return minus SKDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SKDD 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 SKDD 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 · Available span rolling