+39.7%
SRE vs HTZ
-92.6%
+132.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.8% |
| 7D | -8.4% | -16.4% | +8.0% | -7.8% |
| 30D | -3.2% | -15.1% | +11.9% | -2.7% |
| 3M | -5.3% | -28.2% | +22.9% | -4.6% |
| 6M | -12.6% | -73.1% | +60.5% | -9.0% |
| YTD | -8.8% | -68.3% | +59.5% | -6.2% |
| 1Y | -13.4% | -75.2% | +61.8% | -10.1% |
| 3Y | +24.4% | -81.1% | +105.5% | +26.5% |
| 5Y | +47.3% | -95.0% | +142.3% | +56.7% |
| All | +39.7% | -92.6% | +132.3% | +49.4% |
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 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