+20.2%
SGOV vs HTZ
-87.1%
+107.3%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.3% | +5.3% | 0.0% |
| 7D | +0.1% | -10.4% | +10.5% | +0.1% |
| 30D | +0.3% | -2.4% | +2.7% | +0.3% |
| 3M | +0.9% | -60.9% | +61.8% | +0.9% |
| 6M | +1.8% | -50.2% | +52.1% | +1.8% |
| YTD | +2.5% | -59.7% | +62.2% | +2.5% |
| 1Y | +3.8% | -66.0% | +69.8% | +3.8% |
| 3Y | +14.4% | -87.1% | +101.4% | +14.3% |
| 5Y | +20.2% | -86.9% | +107.0% | +20.1% |
| All | +20.2% | -87.1% | +107.3% | +20.1% |
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 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