+997.9%
SMCI vs HTZ
-90.6%
+1,088.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.3% | +2.0% | -2.6% |
| 7D | +5.2% | -10.4% | +15.6% | +6.7% |
| 30D | +23.7% | -2.4% | +26.1% | +23.6% |
| 3M | -4.2% | -60.9% | +56.7% | +5.5% |
| 6M | +21.7% | -50.2% | +72.0% | +29.7% |
| YTD | +33.0% | -59.7% | +92.7% | +45.0% |
| 1Y | -9.3% | -66.0% | +56.7% | -0.4% |
| 3Y | +38.7% | -87.1% | +125.8% | +68.8% |
| 5Y | +967.2% | -86.9% | +1,054.0% | +1,184.2% |
| All | +997.9% | -90.6% | +1,088.4% | +1,317.6% |
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