-91.5%
HTZ vs STT
+174.1%
-265.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.2% |
| 7D | +7.5% | +0.5% | +7.0% | +7.0% |
| 30D | +47.4% | +3.9% | +43.6% | +42.9% |
| 3M | -54.9% | +20.0% | -74.9% | -60.2% |
| 6M | -47.0% | +55.3% | -102.3% | -61.0% |
| YTD | -55.3% | +53.3% | -108.6% | -66.9% |
| 1Y | -57.6% | +74.7% | -132.3% | -71.6% |
| 3Y | -86.6% | +205.8% | -292.4% | -93.9% |
| 5Y | -86.1% | +145.0% | -231.1% | -93.1% |
| All | -91.5% | +174.1% | -265.5% | -96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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