-91.6%
HTZ vs STZ
-31.0%
-60.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +5.3% | +3.9% | +6.0% |
| 7D | +18.9% | +13.0% | +6.0% | +10.5% |
| 30D | +26.3% | +29.4% | -3.2% | +7.7% |
| 3M | +49.7% | +11.6% | +38.1% | +39.6% |
| 6M | -61.1% | -0.2% | -60.9% | -61.4% |
| YTD | -56.0% | +8.6% | -64.6% | -58.9% |
| 1Y | -66.4% | +15.9% | -82.3% | -69.9% |
| 3Y | -75.8% | -35.4% | -40.3% | -68.9% |
| 5Y | -93.1% | -26.9% | -66.2% | -91.5% |
| All | -91.6% | -31.0% | -60.7% | -88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling