+13.9%
SNOW vs HTZ
-91.9%
+105.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -20.8% | +13.5% | -4.3% |
| 7D | -18.4% | -7.7% | -10.7% | -17.7% |
| 30D | -19.8% | -13.1% | -6.7% | -18.6% |
| 3M | -14.9% | +14.7% | -29.7% | -18.7% |
| 6M | +90.2% | -70.6% | +160.8% | +117.1% |
| YTD | +22.9% | -65.2% | +88.1% | +33.7% |
| 1Y | +1.8% | -73.2% | +75.0% | +15.4% |
| 3Y | +79.7% | -80.8% | +160.5% | +95.1% |
| 5Y | -26.1% | -94.8% | +68.7% | +6.2% |
| All | +13.9% | -91.9% | +105.7% | +66.0% |
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