+952.8%
STRL vs HTZ
-93.6%
+1,046.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +9.3% | -4.4% | +3.7% |
| 7D | +7.1% | -27.4% | +34.6% | +11.7% |
| 30D | -39.4% | -11.4% | -28.0% | -38.8% |
| 3M | -43.0% | -33.1% | -9.9% | -40.7% |
| 6M | -65.0% | -73.5% | +8.5% | -60.0% |
| YTD | -0.8% | -68.1% | +67.3% | +10.1% |
| 1Y | -20.3% | -74.3% | +54.0% | -9.6% |
| 3Y | +356.5% | -80.9% | +437.4% | +411.0% |
| 5Y | +952.8% | -93.8% | +1,046.6% | +1,321.7% |
| All | +952.8% | -93.6% | +1,046.5% | +1,321.7% |
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