-91.6%
HTZ vs STLA
-67.9%
-23.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.8% | +5.4% | +7.5% |
| 7D | +18.9% | -0.6% | +19.6% | +19.1% |
| 30D | +26.3% | +3.6% | +22.7% | +23.5% |
| 3M | +49.7% | -20.6% | +70.3% | +63.5% |
| 6M | -61.1% | -34.3% | -26.8% | -53.7% |
| YTD | -56.0% | -57.3% | +1.3% | -38.0% |
| 1Y | -66.4% | -52.6% | -13.8% | -55.2% |
| 3Y | -75.8% | -73.1% | -2.7% | -58.2% |
| 5Y | -93.1% | -68.7% | -24.4% | -90.1% |
| All | -91.6% | -67.9% | -23.7% | -88.2% |
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