-80.2%
HTZ vs SONY
+61.1%
-141.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +6.1% | -26.9% | -23.0% |
| 7D | -7.7% | +8.1% | -15.9% | -11.0% |
| 30D | -13.1% | +15.5% | -28.6% | -18.4% |
| 3M | +14.7% | +22.7% | -8.0% | +5.3% |
| 6M | -70.6% | +36.9% | -107.5% | -74.6% |
| YTD | -65.2% | +7.6% | -72.8% | -66.6% |
| 1Y | -73.2% | -1.9% | -71.3% | -73.2% |
| All | -80.2% | +61.1% | -141.2% | -85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 3y: compounded portfolio wealth divided by compounded SONY 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…
3y analysis · Full analysis span regression · 6 months rolling