-92.5%
SNAP vs HTZ
-91.9%
-0.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -20.8% | +6.8% | -10.7% |
| 7D | -10.4% | -7.7% | -2.7% | -9.1% |
| 30D | -11.9% | -13.1% | +1.2% | -10.1% |
| 3M | -4.5% | +14.7% | -19.2% | -8.4% |
| 6M | -16.7% | -70.6% | +53.9% | -3.2% |
| YTD | -36.9% | -65.2% | +28.2% | -29.9% |
| 1Y | -30.3% | -73.2% | +42.9% | -19.3% |
| 3Y | -52.5% | -80.8% | +28.3% | -45.6% |
| 5Y | -90.4% | -94.8% | +4.4% | -85.0% |
| All | -92.5% | -91.9% | -0.6% | -88.8% |
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