-86.4%
HTZ vs SNY
+6.1%
-92.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +7.5% | -1.3% | +8.8% | +7.9% |
| 30D | +47.4% | +3.4% | +44.0% | +46.2% |
| 3M | -54.9% | -0.3% | -54.6% | -54.9% |
| 6M | -47.0% | +1.0% | -48.0% | -47.2% |
| YTD | -55.3% | -3.6% | -51.6% | -54.9% |
| 1Y | -57.6% | +3.0% | -60.7% | -58.3% |
| 3Y | -86.6% | -4.3% | -82.3% | -86.6% |
| All | -86.4% | +6.1% | -92.5% | -87.1% |
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 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