+455.3%
SN vs HTZ
-89.8%
+545.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.6% | +3.0% |
| 7D | +7.6% | -16.4% | +24.1% | +8.9% |
| 30D | +24.1% | -15.1% | +39.2% | +25.3% |
| 3M | +23.7% | -28.2% | +51.9% | +25.8% |
| 6M | +105.5% | -73.1% | +178.6% | +124.1% |
| YTD | +105.1% | -68.3% | +173.4% | +118.1% |
| 1Y | +148.3% | -75.2% | +223.5% | +169.8% |
| 3Y | +438.7% | -81.1% | +519.8% | +489.1% |
| All | +455.3% | -89.8% | +545.1% | +636.9% |
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 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