-94.4%
HTZ vs SNY
+14.1%
-108.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | -8.5% | +2.8% | -11.4% | -9.3% |
| 30D | -18.9% | +21.6% | -40.5% | -23.4% |
| 3M | -36.0% | +10.5% | -46.5% | -37.8% |
| 6M | -74.6% | +14.0% | -88.6% | -75.5% |
| YTD | -70.8% | +5.4% | -76.2% | -71.3% |
| 1Y | -75.3% | -2.5% | -72.8% | -75.2% |
| 3Y | -81.6% | +22.1% | -103.7% | -82.8% |
| 5Y | -94.4% | +18.0% | -112.5% | -94.9% |
| All | -94.4% | +14.1% | -108.6% | -94.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling