+425.4%
SN vs HTZ
-88.8%
+514.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -20.8% | +19.8% | +0.7% |
| 7D | +3.8% | -7.7% | +11.6% | +4.3% |
| 30D | +17.5% | -13.1% | +30.7% | +18.5% |
| 3M | +19.2% | +14.7% | +4.5% | +16.2% |
| 6M | +84.9% | -70.6% | +155.5% | +100.3% |
| YTD | +94.0% | -65.2% | +159.2% | +104.9% |
| 1Y | +151.3% | -73.2% | +224.5% | +171.3% |
| 3Y | +387.1% | -80.8% | +467.9% | +438.9% |
| All | +425.4% | -88.8% | +514.2% | +592.3% |
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