-93.4%
HTZ vs SMTC
+33.1%
-126.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -17.5% | -3.3% | -16.3% |
| 7D | -7.7% | -35.0% | +27.3% | +2.8% |
| 30D | -13.1% | -53.6% | +40.5% | +4.7% |
| 3M | +14.7% | -24.5% | +39.2% | +20.2% |
| 6M | -70.6% | -19.0% | -51.6% | -70.2% |
| YTD | -65.2% | +24.2% | -89.4% | -68.7% |
| 1Y | -73.2% | +35.6% | -108.8% | -76.5% |
| 3Y | -80.8% | +521.9% | -602.7% | -91.7% |
| 5Y | -94.8% | +1.5% | -96.2% | -95.0% |
| All | -93.4% | +33.1% | -126.4% | -94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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