+19.6%
STM vs HTZ
-92.5%
+112.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -8.4% | +12.8% | +5.6% |
| 7D | -10.7% | -14.6% | +3.8% | -8.9% |
| 30D | -25.7% | -20.8% | -5.0% | -23.6% |
| 3M | -21.6% | -18.8% | -2.7% | -20.3% |
| 6M | -27.8% | -74.7% | +46.9% | -16.3% |
| YTD | +61.8% | -68.1% | +129.8% | +79.5% |
| 1Y | +78.1% | -73.5% | +151.6% | +102.0% |
| 3Y | +4.9% | -81.8% | +86.7% | +15.9% |
| 5Y | -14.3% | -95.2% | +81.0% | +14.5% |
| All | +19.6% | -92.5% | +112.2% | +61.2% |
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