-93.9%
HTZ vs SNY
+11.0%
-104.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -24.3% |
| 3M | -18.8% | +9.7% | -28.5% | -20.8% |
| 6M | -74.7% | +7.5% | -82.2% | -75.2% |
| YTD | -68.1% | +2.5% | -70.5% | -68.4% |
| 1Y | -73.5% | +0.3% | -73.8% | -73.6% |
| 3Y | -81.8% | +19.5% | -101.3% | -82.9% |
| 5Y | -95.2% | +13.6% | -108.9% | -95.6% |
| All | -93.9% | +11.0% | -104.9% | -94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling