+49.4%
SRE vs HTZ
-94.4%
+143.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +0.8% |
| 7D | +1.8% | -8.5% | +10.3% | +2.1% |
| 30D | -3.0% | -18.9% | +15.9% | -2.3% |
| 3M | -7.3% | -36.0% | +28.8% | -5.9% |
| 6M | -11.9% | -74.6% | +62.7% | -7.8% |
| YTD | -7.9% | -70.8% | +63.0% | -4.8% |
| 1Y | -11.1% | -75.3% | +64.1% | -7.5% |
| 3Y | +24.8% | -81.6% | +106.4% | +27.6% |
| All | +49.4% | -94.4% | +143.8% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling