+82.1%
SO vs HTZ
-92.5%
+174.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.4% | +7.3% | -1.0% |
| 7D | -1.5% | -14.6% | +13.1% | -1.3% |
| 30D | +8.1% | -20.8% | +28.8% | +8.3% |
| 3M | +0.2% | -18.8% | +19.0% | +0.3% |
| 6M | +0.4% | -74.7% | +75.1% | +2.0% |
| YTD | +8.5% | -68.1% | +76.6% | +9.6% |
| 1Y | +4.9% | -73.5% | +78.4% | +6.3% |
| 3Y | +47.9% | -81.8% | +129.7% | +49.6% |
| 5Y | +75.7% | -95.2% | +170.9% | +80.5% |
| All | +82.1% | -92.5% | +174.7% | +90.0% |
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 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