-82.5%
HTZ vs SNY
+20.3%
-102.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.2% | -8.2% | -8.0% |
| 7D | -27.5% | +6.4% | -33.9% | -28.8% |
| 30D | -21.9% | +20.4% | -42.2% | -25.9% |
| 3M | -29.2% | +10.9% | -40.2% | -31.2% |
| 6M | -75.2% | +11.4% | -86.6% | -75.9% |
| YTD | -70.8% | +5.0% | -75.9% | -71.2% |
| 1Y | -76.1% | +0.5% | -76.6% | -76.2% |
| 3Y | -82.5% | +20.7% | -103.2% | -81.9% |
| All | -82.5% | +20.3% | -102.8% | -81.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling