-62.4%
HTZ vs SUNB
+13.4%
-75.8%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.9% | -6.6% | -3.3% |
| 7D | -16.4% | -2.6% | -13.8% | -15.3% |
| 30D | -15.1% | +8.6% | -23.7% | -17.7% |
| 3M | -28.2% | +1.1% | -29.3% | -28.2% |
| 6M | -73.1% | +13.1% | -86.2% | -73.9% |
| All | -62.4% | +13.4% | -75.8% | -63.3% |
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