-86.4%
HTZ vs SONY
+16.3%
-102.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +2.2% |
| 7D | +7.5% | -1.2% | +8.6% | +8.0% |
| 30D | +47.4% | +9.4% | +38.0% | +40.7% |
| 3M | -54.9% | +10.5% | -65.4% | -57.7% |
| 6M | -47.0% | +11.7% | -58.7% | -50.9% |
| YTD | -55.3% | -4.1% | -51.2% | -54.9% |
| 1Y | -57.6% | -11.8% | -45.9% | -55.8% |
| 3Y | -86.6% | +45.9% | -132.5% | -90.1% |
| All | -86.4% | +16.3% | -102.7% | -87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling