+39.0%
SRE vs HTZ
-93.2%
+132.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.0% | +7.5% | -0.2% |
| 7D | -8.2% | -27.5% | +19.4% | -7.2% |
| 30D | -3.6% | -21.9% | +18.2% | -2.9% |
| 3M | -6.3% | -29.2% | +23.0% | -5.5% |
| 6M | -13.0% | -75.2% | +62.2% | -9.2% |
| YTD | -9.2% | -70.8% | +61.6% | -6.4% |
| 1Y | -13.1% | -76.1% | +63.0% | -9.7% |
| 3Y | +22.4% | -82.5% | +104.9% | +24.8% |
| 5Y | +47.1% | -94.1% | +141.2% | +56.5% |
| All | +39.0% | -93.2% | +132.2% | +49.1% |
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