-94.4%
HTZ vs SSNC
+17.5%
-111.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +1.2% | -9.2% | -8.8% |
| 7D | -27.5% | -2.5% | -25.0% | -26.1% |
| 30D | -21.9% | -2.7% | -19.1% | -20.2% |
| 3M | -29.2% | -0.8% | -28.4% | -29.1% |
| 6M | -75.2% | +15.5% | -90.7% | -78.5% |
| YTD | -70.8% | -8.8% | -62.0% | -69.4% |
| 1Y | -76.1% | -5.8% | -70.3% | -75.6% |
| 3Y | -82.5% | +55.7% | -138.2% | -88.8% |
| 5Y | -94.1% | +6.7% | -100.8% | -94.3% |
| All | -94.4% | +17.5% | -111.9% | -95.3% |
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