+82.7%
SAP vs HTZ
-81.0%
+163.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -20.8% | +22.3% | +1.9% |
| 7D | +4.0% | -7.7% | +11.8% | +4.1% |
| 30D | +15.7% | -13.1% | +28.8% | +15.9% |
| 3M | +23.4% | +14.7% | +8.7% | +22.5% |
| 6M | +41.3% | -70.6% | +111.9% | +44.4% |
| YTD | +2.0% | -65.2% | +67.2% | +3.5% |
| 1Y | -5.1% | -73.2% | +68.1% | -3.1% |
| All | +82.7% | -81.0% | +163.7% | +84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling