+45.6%
SRE vs HTZ
-95.4%
+141.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.4% | +6.3% | -1.8% |
| 7D | -9.2% | -14.6% | +5.4% | -8.7% |
| 30D | -1.9% | -20.8% | +18.9% | -1.2% |
| 3M | -6.5% | -18.8% | +12.3% | -6.3% |
| 6M | -15.2% | -74.7% | +59.4% | -11.3% |
| YTD | -9.5% | -68.1% | +58.6% | -6.8% |
| 1Y | -13.2% | -73.5% | +60.3% | -9.9% |
| 3Y | +19.5% | -81.8% | +101.3% | +22.6% |
| All | +45.6% | -95.4% | +141.0% | +60.5% |
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