-93.9%
HTZ vs SSNC
+15.8%
-109.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.8% | -7.6% | -7.8% |
| 7D | -14.6% | -3.3% | -11.2% | -12.3% |
| 30D | -20.8% | -1.3% | -19.5% | -19.9% |
| 3M | -18.8% | -2.3% | -16.5% | -17.8% |
| 6M | -74.7% | +12.6% | -87.3% | -77.6% |
| YTD | -68.1% | -10.1% | -58.0% | -66.1% |
| 1Y | -73.5% | -6.6% | -66.9% | -72.8% |
| 3Y | -81.8% | +54.0% | -135.8% | -88.2% |
| 5Y | -95.2% | +7.0% | -102.2% | -95.5% |
| All | -93.9% | +15.8% | -109.8% | -94.8% |
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