-86.4%
HTZ vs STZ
-33.3%
-53.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.7% |
| 7D | +7.5% | -1.9% | +9.4% | +8.7% |
| 30D | +47.4% | -1.9% | +49.3% | +49.1% |
| 3M | -54.9% | -6.2% | -48.7% | -53.2% |
| 6M | -47.0% | -14.0% | -33.0% | -42.2% |
| YTD | -55.3% | -5.1% | -50.1% | -54.5% |
| 1Y | -57.6% | -9.6% | -48.1% | -55.8% |
| 3Y | -86.6% | -47.2% | -39.4% | -80.6% |
| All | -86.4% | -33.3% | -53.1% | -80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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