+38.7%
SRE vs HTZ
-92.5%
+131.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +9.3% | -9.5% | -0.6% |
| 7D | -5.6% | -27.4% | +21.8% | -4.6% |
| 30D | -4.5% | -11.4% | +6.9% | -4.2% |
| 3M | -7.7% | -33.1% | +25.3% | -6.7% |
| 6M | -14.4% | -73.5% | +59.1% | -10.9% |
| YTD | -9.4% | -68.1% | +58.7% | -6.9% |
| 1Y | -13.8% | -74.3% | +60.4% | -10.7% |
| 3Y | +22.2% | -80.9% | +103.1% | +24.1% |
| 5Y | +50.5% | -93.8% | +144.3% | +59.6% |
| All | +38.7% | -92.5% | +131.3% | +48.3% |
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