-5.9%
SAP vs HTZ
-60.6%
+54.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.2% | -5.0% | +4.1% |
| 7D | +1.3% | +18.9% | -17.6% | +1.0% |
| 30D | +15.5% | +26.3% | -10.7% | +15.1% |
| 3M | +22.8% | +49.7% | -26.9% | +21.5% |
| 6M | +42.5% | -61.1% | +103.6% | +44.8% |
| YTD | +0.5% | -56.0% | +56.6% | +1.0% |
| 1Y | -5.9% | -66.4% | +60.5% | -1.0% |
| All | -5.9% | -60.6% | +54.7% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 1y: compounded portfolio wealth divided by compounded HTZ 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…
1y analysis · Full analysis span regression · 6 months rolling