-93.1%
HTZ vs SMTC
+23.9%
-117.0%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -12.9% | +22.1% | +12.3% |
| 7D | +18.9% | -24.5% | +43.4% | +26.6% |
| 30D | +26.3% | -42.5% | +68.7% | +43.0% |
| 3M | +49.7% | -14.1% | +63.8% | +50.6% |
| 6M | -61.1% | +3.6% | -64.7% | -63.1% |
| YTD | -56.0% | +50.6% | -106.6% | -62.5% |
| 1Y | -66.4% | +72.2% | -138.7% | -72.5% |
| 3Y | -75.8% | +653.8% | -729.6% | -90.0% |
| 5Y | -93.1% | +22.0% | -115.0% | -93.1% |
| All | -93.1% | +23.9% | -117.0% | -93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling