-48.4%
SOUN vs HTZ
-93.7%
+45.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -8.0% | +3.5% | -2.7% |
| 7D | -6.1% | -27.5% | +21.5% | +0.1% |
| 30D | -28.2% | -21.9% | -6.3% | -25.0% |
| 3M | -48.1% | -29.2% | -18.9% | -45.5% |
| 6M | -56.4% | -75.2% | +18.8% | -44.8% |
| YTD | -61.2% | -70.8% | +9.6% | -53.7% |
| 1Y | -73.1% | -76.1% | +3.0% | -66.5% |
| 3Y | +116.2% | -82.5% | +198.7% | +163.8% |
| All | -48.4% | -93.7% | +45.3% | +35.2% |
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 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