-64.3%
HTZ vs SOLS
+4.7%
-68.9%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -4.6% | -16.2% | -19.2% |
| 7D | -7.7% | -12.0% | +4.3% | -3.8% |
| 30D | -13.1% | -10.2% | -2.9% | -10.3% |
| 3M | +14.7% | -11.8% | +26.6% | +18.8% |
| 6M | -70.6% | -34.0% | -36.6% | -67.5% |
| YTD | -65.2% | +13.7% | -78.8% | -67.5% |
| 1Y | -73.2% | +14.2% | -87.4% | -74.8% |
| All | -64.3% | +4.7% | -68.9% | -66.7% |
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