-93.8%
HTZ vs SNY
+16.6%
-110.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.4% | +8.9% | +9.2% |
| 7D | -27.4% | +2.0% | -29.5% | -27.8% |
| 30D | -11.4% | +21.9% | -33.2% | -16.2% |
| 3M | -33.1% | +11.2% | -44.2% | -35.0% |
| 6M | -73.5% | +14.0% | -87.5% | -74.5% |
| YTD | -68.1% | +5.5% | -73.6% | -68.6% |
| 1Y | -74.3% | -1.1% | -73.2% | -74.3% |
| 3Y | -80.9% | +21.2% | -102.1% | -82.0% |
| 5Y | -93.8% | +16.4% | -110.2% | -94.5% |
| All | -93.8% | +16.6% | -110.4% | -94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling