-93.4%
HTZ vs SM
+26.3%
-119.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -4.6% | -16.2% | -19.6% |
| 7D | -7.7% | -25.1% | +17.4% | -1.2% |
| 30D | -13.1% | -15.6% | +2.5% | -10.4% |
| 3M | +14.7% | +2.7% | +12.0% | +10.6% |
| 6M | -70.6% | -3.8% | -66.8% | -71.8% |
| YTD | -65.2% | +61.8% | -127.0% | -72.8% |
| 1Y | -73.2% | +71.4% | -144.6% | -79.6% |
| 3Y | -80.8% | -20.7% | -60.1% | -81.7% |
| 5Y | -94.8% | -11.5% | -83.3% | -95.5% |
| All | -93.4% | +26.3% | -119.7% | -94.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling