-7.7%
SRE vs HTZ
-60.6%
+53.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +9.2% | -12.1% | -2.9% |
| 7D | -2.1% | +18.9% | -21.0% | -2.1% |
| 30D | +6.1% | +26.3% | -20.2% | +6.0% |
| 3M | -3.5% | +49.7% | -53.2% | -4.1% |
| 6M | -10.8% | -61.1% | +50.3% | -9.4% |
| YTD | -4.0% | -56.0% | +52.1% | -3.7% |
| 1Y | -7.7% | -66.4% | +58.8% | -5.5% |
| All | -7.7% | -60.6% | +53.0% | -5.5% |
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