-67.5%
HTZ vs SOLS
+21.0%
-88.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.7% | -10.4% | -3.7% |
| 7D | -16.4% | +8.0% | -24.4% | -18.7% |
| 30D | -15.1% | +3.7% | -18.9% | -16.6% |
| 3M | -28.2% | +4.6% | -32.7% | -29.8% |
| 6M | -73.1% | -18.5% | -54.6% | -72.3% |
| YTD | -68.3% | +31.4% | -99.7% | -71.8% |
| 1Y | -75.2% | +34.5% | -109.7% | -78.1% |
| All | -67.5% | +21.0% | -88.5% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 10y: compounded portfolio wealth divided by compounded SOLS 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…
10y analysis · Full analysis span regression · 6 months rolling