+15.6%
STM vs HTZ
-80.7%
+96.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.3% | -5.8% | +2.5% |
| 7D | +1.4% | -27.4% | +28.9% | +4.9% |
| 30D | -8.4% | -11.4% | +3.0% | -7.4% |
| 3M | -15.8% | -33.1% | +17.3% | -12.9% |
| 6M | -22.8% | -73.5% | +50.7% | -14.5% |
| YTD | +79.4% | -68.1% | +147.5% | +93.6% |
| 1Y | +97.0% | -74.3% | +171.3% | +116.3% |
| All | +15.6% | -80.7% | +96.3% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling