+74.9%
SLB vs HTZ
-89.7%
+164.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +9.2% | -10.3% | -1.8% |
| 7D | -4.1% | +18.9% | -23.0% | -5.4% |
| 30D | +2.5% | +26.3% | -23.7% | +0.3% |
| 3M | +2.0% | +49.7% | -47.7% | -2.5% |
| 6M | -6.3% | -61.1% | +54.8% | -1.1% |
| YTD | +36.5% | -56.0% | +92.6% | +41.3% |
| 1Y | +46.2% | -66.4% | +112.7% | +54.6% |
| 3Y | -2.1% | -75.8% | +73.7% | -0.2% |
| 5Y | +73.7% | -93.1% | +166.8% | +98.6% |
| All | +74.9% | -89.7% | +164.6% | +94.4% |
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