+4.0%
SO vs HTZ
-76.0%
+80.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.1% | +4.6% | -1.5% |
| 7D | -0.9% | -14.0% | +13.0% | -0.9% |
| 30D | +4.9% | -19.8% | +24.7% | +5.0% |
| 3M | +0.8% | -45.0% | +45.8% | +0.5% |
| 6M | +0.6% | -73.2% | +73.8% | 0.0% |
| YTD | +8.7% | -70.0% | +78.7% | +8.4% |
| 1Y | +4.0% | -75.7% | +79.7% | +4.2% |
| All | +4.0% | -76.0% | +80.0% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling