-3.6%
SMR vs HTZ
-88.7%
+85.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.8% |
| 7D | +4.4% | +7.5% | -3.1% | +2.8% |
| 30D | +3.4% | +47.4% | -44.0% | -6.3% |
| 3M | -19.2% | -54.9% | +35.7% | -9.0% |
| 6M | -22.6% | -47.0% | +24.4% | -16.8% |
| YTD | -31.5% | -55.3% | +23.7% | -23.8% |
| 1Y | -73.1% | -57.6% | -15.4% | -70.5% |
| 3Y | +55.0% | -86.6% | +141.6% | +98.6% |
| All | -3.6% | -88.7% | +85.1% | +22.9% |
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