-15.7%
STM vs HTZ
-95.4%
+79.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -8.4% | +12.8% | +5.6% |
| 7D | -10.7% | -14.6% | +3.8% | -8.8% |
| 30D | -25.7% | -20.8% | -5.0% | -23.5% |
| 3M | -21.6% | -18.8% | -2.7% | -20.3% |
| 6M | -27.8% | -74.7% | +46.9% | -15.6% |
| YTD | +61.8% | -68.1% | +129.8% | +80.5% |
| 1Y | +78.1% | -73.5% | +151.6% | +103.4% |
| 3Y | +4.9% | -81.8% | +86.7% | +18.6% |
| All | -15.7% | -95.4% | +79.7% | +22.2% |
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 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