+81.9%
SAP vs HTZ
-93.2%
+175.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.5% |
| 7D | +0.6% | -8.5% | +9.2% | +1.0% |
| 30D | +6.5% | -18.9% | +25.5% | +7.4% |
| 3M | +12.2% | -36.0% | +48.3% | +14.3% |
| 6M | +46.1% | -74.6% | +120.6% | +54.3% |
| YTD | -1.6% | -70.8% | +69.2% | +2.5% |
| 1Y | -5.1% | -75.3% | +70.2% | -0.3% |
| 3Y | +68.4% | -81.6% | +149.9% | +72.4% |
| 5Y | +79.4% | -94.4% | +173.9% | +104.8% |
| All | +81.9% | -93.2% | +175.0% | +110.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling