-66.4%
HTZ vs SNY
+2.7%
-69.2%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +4.7% | +4.5% | +7.3% |
| 7D | +18.9% | +12.4% | +6.6% | +14.2% |
| 30D | +26.3% | +20.1% | +6.1% | +18.3% |
| 3M | +49.7% | +11.2% | +38.4% | +45.3% |
| 6M | -61.1% | +9.5% | -70.6% | -62.0% |
| YTD | -56.0% | +3.4% | -59.4% | -56.1% |
| 1Y | -66.4% | +2.0% | -68.4% | -66.3% |
| All | -66.4% | +2.7% | -69.2% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling