+897.3%
STRL vs HTZ
-92.5%
+989.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -8.4% | +11.9% | +4.6% |
| 7D | -26.9% | -14.6% | -12.3% | -25.6% |
| 30D | -52.7% | -20.8% | -31.9% | -51.5% |
| 3M | -52.8% | -18.8% | -34.0% | -52.3% |
| 6M | -71.5% | -74.7% | +3.2% | -67.3% |
| YTD | -17.4% | -68.1% | +50.7% | -8.5% |
| 1Y | -35.0% | -73.5% | +38.5% | -26.6% |
| 3Y | +239.2% | -81.8% | +321.0% | +277.0% |
| 5Y | +830.2% | -95.2% | +925.4% | +1,129.2% |
| All | +897.3% | -92.5% | +989.9% | +1,186.5% |
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