-78.9%
SE vs HTZ
-94.7%
+15.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -20.8% | +15.1% | -2.9% |
| 7D | -1.2% | -7.7% | +6.5% | -0.3% |
| 30D | -21.7% | -13.1% | -8.5% | -20.6% |
| 3M | -34.2% | +14.7% | -48.9% | -36.6% |
| 6M | -10.5% | -70.6% | +60.1% | +1.5% |
| YTD | -40.7% | -65.2% | +24.5% | -35.6% |
| 1Y | -52.1% | -73.2% | +21.1% | -45.9% |
| 3Y | +68.9% | -80.8% | +149.7% | +86.5% |
| 5Y | -78.9% | -94.8% | +15.9% | -64.6% |
| All | -78.9% | -94.7% | +15.9% | -64.6% |
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