-80.2%
HTZ vs SMTC
+518.9%
-599.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -17.5% | -3.3% | -17.0% |
| 7D | -7.7% | -35.0% | +27.3% | +1.0% |
| 30D | -13.1% | -53.6% | +40.5% | +1.6% |
| 3M | +14.7% | -24.5% | +39.2% | +19.5% |
| 6M | -70.6% | -19.0% | -51.6% | -70.0% |
| YTD | -65.2% | +24.2% | -89.4% | -67.5% |
| 1Y | -73.2% | +35.6% | -108.8% | -75.4% |
| All | -80.2% | +518.9% | -599.1% | -91.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling