+51.3%
SRE vs HTZ
-94.3%
+145.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.1% | +7.1% | +1.2% |
| 7D | -1.1% | -14.0% | +12.9% | -0.5% |
| 30D | -4.1% | -19.8% | +15.7% | -3.4% |
| 3M | -7.3% | -45.0% | +37.7% | -5.5% |
| 6M | -14.1% | -73.2% | +59.1% | -10.4% |
| YTD | -8.5% | -70.0% | +61.5% | -5.6% |
| 1Y | -12.0% | -75.7% | +63.7% | -8.3% |
| 3Y | +23.4% | -82.1% | +105.4% | +26.6% |
| 5Y | +51.3% | -94.3% | +145.6% | +68.6% |
| All | +51.3% | -94.3% | +145.6% | +68.6% |
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