-93.4%
HTZ vs SONY
+44.2%
-137.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +6.1% | -26.9% | -23.9% |
| 7D | -7.7% | +8.1% | -15.9% | -12.2% |
| 30D | -13.1% | +15.5% | -28.6% | -20.2% |
| 3M | +14.7% | +22.7% | -8.0% | +2.1% |
| 6M | -70.6% | +36.9% | -107.5% | -75.9% |
| YTD | -65.2% | +7.6% | -72.8% | -67.3% |
| 1Y | -73.2% | -1.9% | -71.3% | -73.5% |
| 3Y | -80.8% | +59.0% | -139.8% | -86.7% |
| 5Y | -94.8% | +14.3% | -109.1% | -95.5% |
| All | -93.4% | +44.2% | -137.5% | -95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling