-0.2%
SOFI vs HTZ
-89.5%
+89.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.9% |
| 7D | +0.9% | +7.5% | -6.6% | -0.7% |
| 30D | -0.2% | +47.4% | -47.6% | -10.7% |
| 3M | +6.2% | -54.9% | +61.1% | +19.4% |
| 6M | -2.6% | -47.0% | +44.4% | +3.1% |
| YTD | -30.4% | -55.3% | +24.8% | -23.8% |
| 1Y | -28.2% | -57.6% | +29.4% | -22.9% |
| 3Y | +107.3% | -86.6% | +193.9% | +204.9% |
| 5Y | +20.2% | -86.1% | +106.3% | +79.9% |
| All | -0.2% | -89.5% | +89.4% | +57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling