-11.2%
SOFI vs HTZ
-92.5%
+81.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.4% | +9.4% | +2.9% |
| 7D | -3.3% | -14.6% | +11.3% | -0.4% |
| 30D | +3.5% | -20.8% | +24.3% | +8.1% |
| 3M | -10.4% | -18.8% | +8.4% | -8.7% |
| 6M | -0.6% | -74.7% | +74.1% | +25.8% |
| YTD | -38.1% | -68.1% | +30.0% | -27.8% |
| 1Y | -40.3% | -73.5% | +33.2% | -27.3% |
| 3Y | +116.4% | -81.8% | +198.2% | +151.4% |
| 5Y | -28.2% | -95.2% | +67.1% | +33.7% |
| All | -11.2% | -92.5% | +81.4% | +48.9% |
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