-0.5%
SHOP vs HTZ
-89.5%
+89.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.9% | -0.8% |
| 7D | -5.1% | +7.5% | -12.6% | -6.3% |
| 30D | +0.6% | +47.4% | -46.8% | -7.6% |
| 3M | +25.0% | -54.9% | +79.9% | +35.8% |
| 6M | +11.9% | -47.0% | +58.9% | +15.0% |
| YTD | -9.9% | -55.3% | +45.4% | -4.8% |
| 1Y | 0.0% | -57.6% | +57.6% | +3.4% |
| 3Y | +117.5% | -86.6% | +204.1% | +188.5% |
| 5Y | -6.6% | -86.1% | +79.5% | +31.1% |
| All | -0.5% | -89.5% | +89.1% | +39.5% |
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