-1.4%
SHOP vs HTZ
-91.9%
+90.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -20.8% | +14.7% | -2.7% |
| 7D | -13.9% | -7.7% | -6.1% | -13.0% |
| 30D | -12.6% | -13.1% | +0.5% | -11.2% |
| 3M | -0.3% | +14.7% | -15.1% | -5.3% |
| 6M | +33.6% | -70.6% | +104.2% | +54.2% |
| YTD | -10.7% | -65.2% | +54.5% | -2.5% |
| 1Y | -11.8% | -73.2% | +61.4% | +1.1% |
| 3Y | +133.9% | -80.8% | +214.7% | +152.8% |
| 5Y | -5.9% | -94.8% | +88.9% | +39.7% |
| All | -1.4% | -91.9% | +90.5% | +42.9% |
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 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