-91.5%
HTZ vs SM
+55.4%
-146.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +2.0% |
| 7D | +7.5% | +0.1% | +7.4% | +7.4% |
| 30D | +47.4% | +26.3% | +21.1% | +37.0% |
| 3M | -54.9% | +8.7% | -63.6% | -56.7% |
| 6M | -47.0% | +51.7% | -98.7% | -55.8% |
| YTD | -55.3% | +99.0% | -154.3% | -66.3% |
| 1Y | -57.6% | +34.6% | -92.2% | -63.8% |
| 3Y | -86.6% | -7.8% | -78.9% | -87.5% |
| 5Y | -86.1% | +104.8% | -190.9% | -90.2% |
| All | -91.5% | +55.4% | -146.9% | -93.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling