+27.2%
SNOW vs HTZ
-92.5%
+119.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.3% | -7.5% | +0.5% |
| 7D | +3.7% | -27.4% | +31.1% | +8.0% |
| 30D | -16.4% | -11.4% | -5.1% | -15.5% |
| 3M | -9.9% | -33.1% | +23.2% | -6.2% |
| 6M | +98.8% | -73.5% | +172.3% | +130.3% |
| YTD | +37.3% | -68.1% | +105.4% | +51.0% |
| 1Y | +11.0% | -74.3% | +85.3% | +26.4% |
| 3Y | +87.8% | -80.9% | +168.7% | +100.1% |
| 5Y | -18.4% | -93.8% | +75.4% | +17.1% |
| All | +27.2% | -92.5% | +119.8% | +87.4% |
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