+27.7%
STM vs HTZ
-92.6%
+120.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.6% | +7.4% | +6.8% |
| 7D | -5.6% | -16.4% | +10.8% | -3.4% |
| 30D | -14.4% | -15.1% | +0.7% | -12.8% |
| 3M | -20.5% | -28.2% | +7.7% | -17.8% |
| 6M | -24.5% | -73.1% | +48.5% | -13.3% |
| YTD | +72.7% | -68.3% | +141.0% | +91.8% |
| 1Y | +91.0% | -75.2% | +166.3% | +118.7% |
| 3Y | +13.5% | -81.1% | +94.6% | +24.3% |
| 5Y | -9.2% | -95.0% | +85.8% | +21.1% |
| All | +27.7% | -92.6% | +120.3% | +72.2% |
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