+2.4%
SHOP vs HTZ
-92.5%
+94.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.3% | -7.5% | +0.3% |
| 7D | -2.5% | -27.4% | +25.0% | +2.3% |
| 30D | -16.7% | -11.4% | -5.4% | -15.7% |
| 3M | -2.2% | -33.1% | +30.9% | +2.5% |
| 6M | +45.6% | -73.5% | +119.1% | +71.0% |
| YTD | -7.3% | -68.1% | +60.8% | +2.4% |
| 1Y | -6.1% | -74.3% | +68.2% | +8.1% |
| 3Y | +143.3% | -80.9% | +224.2% | +157.2% |
| 5Y | +0.2% | -93.8% | +93.9% | +48.1% |
| All | +2.4% | -92.5% | +94.9% | +50.2% |
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