-91.5%
HTZ vs STLA
-61.6%
-29.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.8% |
| 7D | +7.5% | +2.6% | +4.9% | +6.2% |
| 30D | +47.4% | -1.2% | +48.7% | +47.5% |
| 3M | -54.9% | -24.8% | -30.1% | -49.0% |
| 6M | -47.0% | -25.6% | -21.4% | -39.9% |
| YTD | -55.3% | -48.9% | -6.3% | -41.2% |
| 1Y | -57.6% | -38.8% | -18.9% | -50.8% |
| 3Y | -86.6% | -64.5% | -22.1% | -79.5% |
| 5Y | -86.1% | -62.4% | -23.7% | -81.5% |
| All | -91.5% | -61.6% | -29.9% | -88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling