-93.1%
HTZ vs STT
+103.1%
-196.2%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.2% | +7.0% | +7.6% |
| 7D | +18.9% | -0.1% | +19.0% | +19.1% |
| 30D | +26.3% | -1.7% | +27.9% | +27.8% |
| 3M | +49.7% | -6.4% | +56.1% | +56.7% |
| 6M | -61.1% | +17.7% | -78.8% | -65.3% |
| YTD | -56.0% | +36.9% | -92.9% | -64.7% |
| 1Y | -66.4% | +52.0% | -118.5% | -75.0% |
| 3Y | -75.8% | +178.6% | -254.3% | -88.2% |
| 5Y | -93.1% | +109.1% | -202.1% | -96.2% |
| All | -93.1% | +103.1% | -196.2% | -96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling