+14.3%
SGOV vs HTZ
-86.4%
+100.8%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.0% | +5.0% | 0.0% |
| 7D | +0.1% | -2.5% | +2.5% | +0.1% |
| 30D | +0.3% | -3.7% | +4.1% | +0.3% |
| 3M | +0.9% | -57.0% | +57.9% | +0.9% |
| 6M | +1.8% | -47.0% | +48.8% | +1.8% |
| YTD | +2.5% | -57.5% | +60.0% | +2.5% |
| 1Y | +3.8% | -63.5% | +67.2% | +3.8% |
| All | +14.3% | -86.4% | +100.8% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling