-93.8%
HTZ vs SONY
+11.0%
-104.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.8% | +10.2% | +9.7% |
| 7D | -27.4% | +2.1% | -29.5% | -28.8% |
| 30D | -11.4% | +9.2% | -20.5% | -15.9% |
| 3M | -33.1% | +12.2% | -45.3% | -37.5% |
| 6M | -73.5% | +24.4% | -97.9% | -77.0% |
| YTD | -68.1% | +3.5% | -71.6% | -69.3% |
| 1Y | -74.3% | -9.2% | -65.1% | -73.4% |
| 3Y | -80.9% | +55.6% | -136.5% | -86.4% |
| 5Y | -93.8% | +12.0% | -105.7% | -94.7% |
| All | -93.8% | +11.0% | -104.8% | -94.7% |
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