-91.5%
HTZ vs SSNC
+24.7%
-116.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +2.2% |
| 7D | +7.5% | +0.6% | +6.8% | +6.9% |
| 30D | +47.4% | +6.0% | +41.4% | +40.7% |
| 3M | -54.9% | +21.0% | -75.9% | -61.8% |
| 6M | -47.0% | +12.1% | -59.1% | -52.6% |
| YTD | -55.3% | -3.2% | -52.0% | -55.0% |
| 1Y | -57.6% | -4.4% | -53.3% | -57.0% |
| 3Y | -86.6% | +51.6% | -138.2% | -91.1% |
| 5Y | -86.1% | +21.1% | -107.2% | -88.2% |
| All | -91.5% | +24.7% | -116.2% | -93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling