+55.2%
SCHW vs HTZ
-90.6%
+145.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +5.0% | +0.1% |
| 7D | -1.6% | -10.4% | +8.8% | -0.7% |
| 30D | -1.1% | -2.4% | +1.3% | -1.3% |
| 3M | +20.4% | -60.9% | +81.2% | +27.7% |
| 6M | +13.6% | -50.2% | +63.9% | +16.8% |
| YTD | +7.7% | -59.7% | +67.4% | +12.7% |
| 1Y | +15.2% | -66.0% | +81.2% | +21.3% |
| 3Y | +87.1% | -87.1% | +174.2% | +120.6% |
| 5Y | +57.5% | -86.9% | +144.3% | +76.6% |
| All | +55.2% | -90.6% | +145.8% | +89.8% |
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 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