+30.7%
STM vs HTZ
-89.7%
+120.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +9.2% | -15.2% | -7.3% |
| 7D | -6.0% | +18.9% | -25.0% | -8.3% |
| 30D | -20.9% | +26.3% | -47.2% | -23.7% |
| 3M | -15.8% | +49.7% | -65.4% | -21.7% |
| 6M | -17.0% | -61.1% | +44.1% | -9.4% |
| YTD | +76.8% | -56.0% | +132.8% | +87.8% |
| 1Y | +96.5% | -66.4% | +162.9% | +115.6% |
| 3Y | +14.0% | -75.8% | +89.8% | +21.5% |
| 5Y | -5.8% | -93.1% | +87.2% | +20.1% |
| All | +30.7% | -89.7% | +120.5% | +68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling