+14.5%
STM vs HTZ
-91.9%
+106.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -20.8% | +8.4% | -9.5% |
| 7D | -20.1% | -7.7% | -12.4% | -19.2% |
| 30D | -32.0% | -13.1% | -18.9% | -30.8% |
| 3M | -24.2% | +14.7% | -38.9% | -26.8% |
| 6M | -29.9% | -70.6% | +40.7% | -20.4% |
| YTD | +54.9% | -65.2% | +120.1% | +70.0% |
| 1Y | +68.0% | -73.2% | +141.2% | +90.3% |
| 3Y | -0.1% | -80.8% | +80.7% | +10.0% |
| 5Y | -17.9% | -94.8% | +76.9% | +8.5% |
| All | +14.5% | -91.9% | +106.4% | +52.6% |
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