-48.0%
SMR vs HTZ
-91.9%
+43.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.3% | -9.1% | -1.7% |
| 7D | +1.9% | -27.4% | +29.4% | +8.7% |
| 30D | -21.9% | -11.4% | -10.6% | -20.6% |
| 3M | -47.1% | -33.1% | -14.1% | -43.6% |
| 6M | -60.6% | -73.5% | +12.9% | -51.0% |
| YTD | -63.1% | -68.1% | +5.0% | -56.4% |
| 1Y | -80.4% | -74.3% | -6.1% | -75.9% |
| 3Y | +150.2% | -80.9% | +231.1% | +189.3% |
| All | -48.0% | -91.9% | +43.9% | -29.7% |
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