+99.6%
STM vs HTZ
-58.1%
+157.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.7% |
| 7D | +5.8% | +7.5% | -1.7% | +5.1% |
| 30D | -1.0% | +47.4% | -48.4% | -5.5% |
| 3M | -33.3% | -54.9% | +21.6% | -30.2% |
| 6M | +57.4% | -47.0% | +104.4% | +61.7% |
| YTD | +102.2% | -55.3% | +157.4% | +109.7% |
| 1Y | +99.6% | -57.6% | +157.2% | +111.0% |
| All | +99.6% | -58.1% | +157.7% | +111.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling