-72.8%
SE vs HTZ
-92.5%
+19.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +9.3% | -13.0% | -4.8% |
| 7D | -7.7% | -27.4% | +19.7% | -4.3% |
| 30D | -22.8% | -11.4% | -11.5% | -22.2% |
| 3M | -43.7% | -33.1% | -10.7% | -41.6% |
| 6M | -12.8% | -73.5% | +60.7% | -1.0% |
| YTD | -42.0% | -68.1% | +26.1% | -36.8% |
| 1Y | -48.0% | -74.3% | +26.3% | -41.7% |
| 3Y | +62.7% | -80.9% | +143.6% | +71.0% |
| 5Y | -77.8% | -93.8% | +16.0% | -68.1% |
| All | -72.8% | -92.5% | +19.7% | -60.2% |
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