+70.8%
SAP vs HTZ
-95.4%
+166.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -8.4% | +4.2% | -3.7% |
| 7D | -0.7% | -14.6% | +13.9% | 0.0% |
| 30D | +11.1% | -20.8% | +31.9% | +12.1% |
| 3M | +17.0% | -18.8% | +35.9% | +17.4% |
| 6M | +34.8% | -74.7% | +109.5% | +43.1% |
| YTD | -2.2% | -68.1% | +65.9% | +1.6% |
| 1Y | -6.4% | -73.5% | +67.0% | -1.7% |
| 3Y | +75.1% | -81.8% | +157.0% | +83.3% |
| All | +70.8% | -95.4% | +166.2% | +102.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling