+56.4%
SAP vs HTZ
-85.9%
+142.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | -2.9% | +7.5% | -10.4% | -3.3% |
| 30D | +9.0% | +47.4% | -38.4% | +6.2% |
| 3M | +14.9% | -54.9% | +69.8% | +18.5% |
| 6M | +11.9% | -47.0% | +58.9% | +13.5% |
| YTD | -9.9% | -55.3% | +45.3% | -7.8% |
| 1Y | -19.5% | -57.6% | +38.1% | -17.9% |
| 3Y | +61.8% | -86.6% | +148.4% | +82.1% |
| All | +56.4% | -85.9% | +142.3% | +73.1% |
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