+439.5%
SN vs HTZ
-89.7%
+529.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -8.4% | +11.1% | +3.4% |
| 7D | +7.2% | -14.6% | +21.8% | +8.3% |
| 30D | +20.4% | -20.8% | +41.2% | +22.2% |
| 3M | +23.9% | -18.8% | +42.7% | +24.6% |
| 6M | +93.0% | -74.7% | +167.7% | +111.9% |
| YTD | +99.2% | -68.1% | +167.3% | +111.8% |
| 1Y | +142.6% | -73.5% | +216.1% | +162.0% |
| 3Y | +398.8% | -81.8% | +480.6% | +451.0% |
| All | +439.5% | -89.7% | +529.2% | +615.5% |
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