+432.7%
SN vs HTZ
-90.4%
+523.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.1% | +3.1% | -2.5% |
| 7D | +1.4% | -14.0% | +15.4% | +2.5% |
| 30D | +16.6% | -19.8% | +36.4% | +18.2% |
| 3M | +18.3% | -45.0% | +63.3% | +23.1% |
| 6M | +103.1% | -73.2% | +176.3% | +121.2% |
| YTD | +96.7% | -70.0% | +166.8% | +110.1% |
| 1Y | +134.3% | -75.7% | +210.1% | +154.9% |
| 3Y | +425.2% | -82.1% | +507.3% | +475.8% |
| All | +432.7% | -90.4% | +523.0% | +609.7% |
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