-91.5%
HTZ vs SMTC
+115.0%
-206.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.2% | -7.9% | -1.1% |
| 7D | +7.5% | +12.7% | -5.3% | +4.1% |
| 30D | +47.4% | +22.0% | +25.5% | +39.3% |
| 3M | -54.9% | -12.7% | -42.2% | -54.2% |
| 6M | -47.0% | +64.8% | -111.8% | -54.7% |
| YTD | -55.3% | +100.7% | -155.9% | -63.7% |
| 1Y | -57.6% | +146.9% | -204.5% | -67.8% |
| 3Y | -86.6% | +456.8% | -543.4% | -93.6% |
| 5Y | -86.1% | +89.2% | -175.4% | -88.7% |
| All | -91.5% | +115.0% | -206.5% | -93.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling