+59.2%
SCHW vs HTZ
-89.5%
+148.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.1% |
| 7D | -0.8% | +7.5% | -8.3% | -1.4% |
| 30D | +1.5% | +47.4% | -46.0% | -2.6% |
| 3M | +24.6% | -54.9% | +79.5% | +30.6% |
| 6M | +14.5% | -47.0% | +61.5% | +17.2% |
| YTD | +10.5% | -55.3% | +65.7% | +14.6% |
| 1Y | +13.4% | -57.6% | +71.0% | +17.0% |
| 3Y | +88.3% | -86.6% | +174.9% | +123.2% |
| 5Y | +62.1% | -86.1% | +148.2% | +81.5% |
| All | +59.2% | -89.5% | +148.8% | +93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling