-93.4%
HTZ vs STLA
-69.3%
-24.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -4.5% | -16.3% | -18.8% |
| 7D | -7.7% | -5.5% | -2.2% | -5.1% |
| 30D | -13.1% | -3.7% | -9.4% | -11.9% |
| 3M | +14.7% | -21.1% | +35.9% | +26.3% |
| 6M | -70.6% | -38.3% | -32.3% | -63.9% |
| YTD | -65.2% | -59.2% | -5.9% | -49.7% |
| 1Y | -73.2% | -56.7% | -16.5% | -62.5% |
| 3Y | -80.8% | -74.3% | -6.5% | -66.1% |
| 5Y | -94.8% | -70.2% | -24.6% | -92.4% |
| All | -93.4% | -69.3% | -24.0% | -90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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