+84.6%
SO vs HTZ
-93.2%
+177.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.8% | +1.2% |
| 7D | +1.4% | -8.5% | +9.9% | +1.5% |
| 30D | +4.7% | -18.9% | +23.6% | +4.9% |
| 3M | +1.7% | -36.0% | +37.7% | +2.2% |
| 6M | +2.2% | -74.6% | +76.7% | +3.7% |
| YTD | +10.0% | -70.8% | +80.8% | +11.2% |
| 1Y | +6.0% | -75.3% | +81.3% | +7.5% |
| 3Y | +54.1% | -81.6% | +135.7% | +55.6% |
| 5Y | +79.6% | -94.4% | +174.1% | +84.9% |
| All | +84.6% | -93.2% | +177.8% | +92.8% |
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 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