+2.1%
SHOP vs HTZ
-92.5%
+94.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -8.4% | +12.0% | +4.9% |
| 7D | -5.4% | -14.6% | +9.1% | -3.4% |
| 30D | -10.3% | -20.8% | +10.5% | -7.6% |
| 3M | +1.0% | -18.8% | +19.8% | +2.1% |
| 6M | +41.2% | -74.7% | +115.9% | +67.3% |
| YTD | -7.5% | -68.1% | +60.6% | +2.3% |
| 1Y | -4.6% | -73.5% | +68.9% | +9.1% |
| 3Y | +146.4% | -81.8% | +228.2% | +166.1% |
| 5Y | -2.5% | -95.2% | +92.7% | +46.6% |
| All | +2.1% | -92.5% | +94.7% | +49.9% |
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