-72.2%
SE vs HTZ
-92.5%
+20.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.4% | +8.5% | +1.2% |
| 7D | +2.0% | -14.6% | +16.6% | +3.8% |
| 30D | -20.0% | -20.8% | +0.8% | -18.1% |
| 3M | -31.8% | -18.8% | -13.0% | -30.8% |
| 6M | -15.9% | -74.7% | +58.8% | -3.7% |
| YTD | -40.6% | -68.1% | +27.5% | -35.2% |
| 1Y | -50.7% | -73.5% | +22.8% | -44.9% |
| 3Y | +70.3% | -81.8% | +152.1% | +82.6% |
| 5Y | -78.8% | -95.2% | +16.4% | -69.5% |
| All | -72.2% | -92.5% | +20.4% | -59.3% |
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