-62.1%
HTZ vs SUNB
+7.1%
-69.2%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +1.2% | -9.6% | -8.9% |
| 7D | -14.6% | -7.9% | -6.7% | -11.2% |
| 30D | -20.8% | +3.0% | -23.8% | -21.3% |
| 3M | -18.8% | -4.4% | -14.4% | -16.7% |
| 6M | -74.7% | +2.0% | -76.7% | -74.5% |
| All | -62.1% | +7.1% | -69.2% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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