-72.3%
SE vs HTZ
-93.2%
+20.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +1.4% |
| 7D | -0.5% | -8.5% | +8.0% | +0.4% |
| 30D | -20.9% | -18.9% | -2.0% | -19.4% |
| 3M | -38.9% | -36.0% | -2.9% | -36.1% |
| 6M | -19.4% | -74.6% | +55.2% | -8.0% |
| YTD | -40.9% | -70.8% | +29.9% | -35.0% |
| 1Y | -46.2% | -75.3% | +29.1% | -39.5% |
| 3Y | +63.7% | -81.6% | +145.3% | +70.7% |
| 5Y | -77.9% | -94.4% | +16.5% | -67.9% |
| All | -72.3% | -93.2% | +20.9% | -59.1% |
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 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