-93.4%
HTZ vs STT
+133.1%
-226.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -4.7% | -16.1% | -17.3% |
| 7D | -7.7% | -4.9% | -2.8% | -3.4% |
| 30D | -13.1% | -6.0% | -7.1% | -8.3% |
| 3M | +14.7% | -11.7% | +26.4% | +26.3% |
| 6M | -70.6% | +11.7% | -82.3% | -72.5% |
| YTD | -65.2% | +30.4% | -95.6% | -70.7% |
| 1Y | -73.2% | +43.9% | -117.1% | -78.9% |
| 3Y | -80.8% | +165.4% | -246.2% | -90.1% |
| 5Y | -94.8% | +101.0% | -195.8% | -97.0% |
| All | -93.4% | +133.1% | -226.5% | -96.7% |
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