-94.8%
HTZ vs STZ
-27.7%
-67.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.6% | -20.2% | -20.4% |
| 7D | -7.7% | +11.8% | -19.5% | -13.7% |
| 30D | -13.1% | +26.0% | -39.1% | -24.8% |
| 3M | +14.7% | +11.5% | +3.2% | +7.1% |
| 6M | -70.6% | -2.0% | -68.6% | -70.5% |
| YTD | -65.2% | +7.9% | -73.0% | -67.4% |
| 1Y | -73.2% | +13.9% | -87.1% | -75.7% |
| 3Y | -80.8% | -35.8% | -45.0% | -75.1% |
| 5Y | -94.8% | -28.4% | -66.4% | -93.0% |
| All | -94.8% | -27.7% | -67.1% | -93.0% |
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