-66.4%
HTZ vs SM
+70.4%
-136.8%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -15.3% | +24.5% | +5.9% |
| 7D | +18.9% | -21.5% | +40.4% | +13.9% |
| 30D | +26.3% | -11.4% | +37.6% | +23.4% |
| 3M | +49.7% | +0.6% | +49.0% | +50.2% |
| 6M | -61.1% | +0.2% | -61.3% | -61.2% |
| YTD | -56.0% | +69.7% | -125.7% | -62.3% |
| 1Y | -66.4% | +71.6% | -138.0% | -71.2% |
| All | -66.4% | +70.4% | -136.8% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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