-81.8%
HTZ vs SNY
+18.3%
-100.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +0.3% | -8.7% | -8.5% |
| 7D | -14.6% | +6.1% | -20.7% | -15.9% |
| 30D | -20.8% | +17.0% | -37.8% | -24.1% |
| 3M | -18.8% | +9.7% | -28.5% | -20.6% |
| 6M | -74.7% | +7.5% | -82.2% | -75.2% |
| YTD | -68.1% | +2.5% | -70.5% | -68.3% |
| 1Y | -73.5% | +0.3% | -73.8% | -73.5% |
| 3Y | -81.8% | +19.5% | -101.3% | -81.1% |
| All | -81.8% | +18.3% | -100.1% | -81.1% |
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