+22.7%
SCHW vs HTZ
-95.0%
+117.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.4% |
| 7D | +4.5% | -16.4% | +20.9% | +5.8% |
| 30D | -4.1% | -15.1% | +11.0% | -3.2% |
| 3M | -13.6% | -28.2% | +14.6% | -12.0% |
| 6M | +5.0% | -73.1% | +78.0% | +14.5% |
| YTD | -6.3% | -68.3% | +62.0% | -0.3% |
| 1Y | -1.4% | -75.2% | +73.8% | +7.2% |
| 3Y | +77.6% | -81.1% | +158.8% | +90.7% |
| 5Y | +22.7% | -95.0% | +117.7% | +67.0% |
| All | +22.7% | -95.0% | +117.7% | +67.0% |
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