-94.0%
HTZ vs SNY
+13.5%
-107.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -1.3% |
| 7D | -16.4% | +5.6% | -22.1% | -17.7% |
| 30D | -15.1% | +20.1% | -35.2% | -19.6% |
| 3M | -28.2% | +10.7% | -38.9% | -30.2% |
| 6M | -73.1% | +11.1% | -84.2% | -73.9% |
| YTD | -68.3% | +4.8% | -73.1% | -68.8% |
| 1Y | -75.2% | +2.3% | -77.5% | -75.5% |
| 3Y | -81.1% | +21.6% | -102.7% | -82.4% |
| 5Y | -95.0% | +16.3% | -111.3% | -95.4% |
| All | -94.0% | +13.5% | -107.5% | -94.2% |
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