-93.4%
HTZ vs SSNC
+16.7%
-110.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -1.6% | -19.2% | -19.6% |
| 7D | -7.7% | -2.8% | -4.9% | -5.7% |
| 30D | -13.1% | +0.4% | -13.5% | -13.3% |
| 3M | +14.7% | -0.7% | +15.5% | +14.9% |
| 6M | -70.6% | +13.9% | -84.5% | -74.2% |
| YTD | -65.2% | -9.4% | -55.8% | -63.2% |
| 1Y | -73.2% | -7.4% | -65.8% | -72.2% |
| 3Y | -80.8% | +55.7% | -136.5% | -87.7% |
| 5Y | -94.8% | +7.8% | -102.6% | -95.1% |
| All | -93.4% | +16.7% | -110.1% | -94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 10y: compounded portfolio wealth divided by compounded SSNC 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…
10y analysis · Full analysis span regression · 6 months rolling