-48.1%
SMR vs HTZ
-92.6%
+44.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.0% | +3.9% | -2.4% |
| 7D | -2.8% | -27.5% | +24.7% | +3.6% |
| 30D | -27.5% | -21.9% | -5.6% | -24.2% |
| 3M | -43.1% | -29.2% | -13.9% | -40.0% |
| 6M | -58.4% | -75.2% | +16.8% | -47.4% |
| YTD | -63.2% | -70.8% | +7.7% | -55.6% |
| 1Y | -81.6% | -76.1% | -5.5% | -77.0% |
| 3Y | +149.8% | -82.5% | +232.3% | +194.4% |
| All | -48.1% | -92.6% | +44.5% | -28.4% |
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 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