+1,046.6%
STRL vs HTZ
-92.6%
+1,139.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | -0.6% | +15.6% | +15.0% |
| 7D | -13.3% | -16.4% | +3.1% | -11.6% |
| 30D | -43.3% | -15.1% | -28.2% | -42.4% |
| 3M | -46.9% | -28.2% | -18.7% | -45.3% |
| 6M | -65.6% | -73.1% | +7.5% | -60.9% |
| YTD | -5.1% | -68.3% | +63.2% | +5.3% |
| 1Y | -23.1% | -75.2% | +52.2% | -12.5% |
| 3Y | +346.8% | -81.1% | +428.0% | +392.5% |
| 5Y | +907.2% | -95.0% | +1,002.2% | +1,224.6% |
| All | +1,046.6% | -92.6% | +1,139.2% | +1,380.1% |
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