+20.2%
SGOV vs HTZ
-90.7%
+110.9%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | 0.0% | -11.3% | +11.4% | 0.0% |
| 30D | +0.3% | -27.1% | +27.4% | +0.3% |
| 3M | +0.9% | -59.5% | +60.5% | +0.9% |
| 6M | +1.8% | -50.5% | +52.3% | +1.8% |
| YTD | +2.5% | -60.3% | +62.9% | +2.5% |
| 1Y | +3.8% | -67.1% | +70.9% | +3.8% |
| 3Y | +14.4% | -87.4% | +101.8% | +14.3% |
| 5Y | +20.2% | -87.2% | +107.4% | +20.1% |
| All | +20.2% | -90.7% | +110.9% | +20.2% |
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