-91.6%
HTZ vs SONY
+35.9%
-127.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.2% | +7.0% | +8.0% |
| 7D | +18.9% | +2.9% | +16.1% | +17.2% |
| 30D | +26.3% | +10.2% | +16.0% | +19.9% |
| 3M | +49.7% | +16.1% | +33.6% | +38.3% |
| 6M | -61.1% | +32.1% | -93.2% | -67.3% |
| YTD | -56.0% | +1.4% | -57.4% | -57.0% |
| 1Y | -66.4% | -7.0% | -59.4% | -65.6% |
| 3Y | -75.8% | +49.8% | -125.6% | -82.5% |
| 5Y | -93.1% | +8.2% | -101.3% | -93.8% |
| All | -91.6% | +35.9% | -127.5% | -93.9% |
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