+84.6%
SO vs HTZ
-92.6%
+177.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.3% |
| 7D | -1.1% | -16.4% | +15.3% | -0.9% |
| 30D | +8.6% | -15.1% | +23.7% | +8.8% |
| 3M | +1.8% | -28.2% | +30.0% | +2.1% |
| 6M | +3.6% | -73.1% | +76.7% | +5.1% |
| YTD | +9.9% | -68.3% | +78.2% | +11.1% |
| 1Y | +5.7% | -75.2% | +80.9% | +7.2% |
| 3Y | +52.5% | -81.1% | +133.6% | +54.1% |
| 5Y | +77.3% | -95.0% | +172.3% | +82.2% |
| All | +84.6% | -92.6% | +177.2% | +92.5% |
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