-25.6%
SNOW vs HTZ
-95.4%
+69.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -8.4% | +10.7% | +3.6% |
| 7D | -9.9% | -14.6% | +4.7% | -8.1% |
| 30D | -17.1% | -20.8% | +3.7% | -14.8% |
| 3M | -13.2% | -18.8% | +5.6% | -12.3% |
| 6M | +97.4% | -74.7% | +172.1% | +132.7% |
| YTD | +25.8% | -68.1% | +93.9% | +39.2% |
| 1Y | +4.2% | -73.5% | +77.7% | +18.9% |
| 3Y | +91.3% | -81.8% | +173.1% | +112.6% |
| All | -25.6% | -95.4% | +69.8% | +27.4% |
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 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