-90.4%
SNAP vs HTZ
-94.7%
+4.3%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -20.8% | +6.8% | -10.6% |
| 7D | -10.4% | -7.7% | -2.7% | -9.0% |
| 30D | -11.9% | -13.1% | +1.2% | -10.0% |
| 3M | -4.5% | +14.7% | -19.2% | -8.5% |
| 6M | -16.7% | -70.6% | +53.9% | -2.6% |
| YTD | -36.9% | -65.2% | +28.2% | -29.6% |
| 1Y | -30.3% | -73.2% | +42.9% | -18.8% |
| 3Y | -52.5% | -80.8% | +28.3% | -43.6% |
| 5Y | -90.4% | -94.8% | +4.4% | -83.5% |
| All | -90.4% | -94.7% | +4.3% | -83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling