+77.6%
SO vs HTZ
-94.7%
+172.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -20.8% | +21.0% | +0.5% |
| 7D | +0.4% | -7.7% | +8.1% | +0.4% |
| 30D | +9.2% | -13.1% | +22.4% | +9.4% |
| 3M | +1.1% | +14.7% | -13.7% | +0.6% |
| 6M | -1.1% | -70.6% | +69.6% | +0.4% |
| YTD | +9.7% | -65.2% | +74.8% | +10.7% |
| 1Y | +5.5% | -73.2% | +78.7% | +7.0% |
| 3Y | +47.0% | -80.8% | +127.9% | +49.4% |
| 5Y | +77.6% | -94.8% | +172.4% | +87.4% |
| All | +77.6% | -94.7% | +172.3% | +87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling