-61.1%
HTZ vs SSNC
+16.6%
-77.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.6% | +10.8% | +9.1% |
| 7D | +18.9% | -1.1% | +20.1% | +18.8% |
| 30D | +26.3% | +0.6% | +25.6% | +28.9% |
| 3M | +49.7% | -1.5% | +51.2% | +52.7% |
| 6M | -61.1% | +15.8% | -76.9% | -60.7% |
| All | -61.1% | +16.6% | -77.7% | -60.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling