-92.7%
SNAP vs HTZ
-92.5%
-0.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -8.4% | +5.8% | -1.2% |
| 7D | -7.1% | -14.6% | +7.5% | -4.6% |
| 30D | -14.6% | -20.8% | +6.1% | -11.6% |
| 3M | -5.0% | -18.8% | +13.8% | -3.1% |
| 6M | -18.8% | -74.7% | +55.9% | -3.3% |
| YTD | -38.5% | -68.1% | +29.6% | -30.7% |
| 1Y | -38.1% | -73.5% | +35.4% | -28.1% |
| 3Y | -53.8% | -81.8% | +28.0% | -47.0% |
| 5Y | -90.7% | -95.2% | +4.6% | -85.2% |
| All | -92.7% | -92.5% | -0.1% | -88.9% |
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