-47.0%
HTZ vs SM
+57.2%
-104.2%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.4% | +0.3% |
| 7D | +7.5% | -0.5% | +8.0% | +7.3% |
| 30D | +47.4% | +25.6% | +21.9% | +60.6% |
| 3M | -54.9% | +8.0% | -62.9% | -53.8% |
| 6M | -47.0% | +50.8% | -97.8% | -38.7% |
| All | -47.0% | +57.2% | -104.2% | -38.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling