+20.1%
SGOV vs HTZ
-89.5%
+109.7%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | +0.1% | +7.5% | -7.4% | +0.1% |
| 30D | +0.3% | +47.4% | -47.1% | +0.3% |
| 3M | +1.0% | -54.9% | +55.9% | +1.0% |
| 6M | +1.9% | -47.0% | +48.9% | +1.9% |
| YTD | +2.5% | -55.3% | +57.7% | +2.5% |
| 1Y | +3.8% | -57.6% | +61.5% | +3.8% |
| 3Y | +14.4% | -86.6% | +101.0% | +14.4% |
| 5Y | +20.1% | -86.1% | +106.2% | +20.1% |
| All | +20.1% | -89.5% | +109.7% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling