+1,019.0%
STRL vs HTZ
-89.7%
+1,108.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +9.2% | -30.6% | -22.6% |
| 7D | -27.1% | +18.9% | -46.0% | -28.9% |
| 30D | -45.8% | +26.3% | -72.1% | -47.7% |
| 3M | -47.6% | +49.7% | -97.3% | -51.3% |
| 6M | -46.4% | -61.1% | +14.7% | -41.7% |
| YTD | -7.4% | -56.0% | +48.7% | -1.5% |
| 1Y | -25.9% | -66.4% | +40.6% | -19.0% |
| 3Y | +273.4% | -75.8% | +349.2% | +300.8% |
| 5Y | +944.4% | -93.1% | +1,037.5% | +1,215.3% |
| All | +1,019.0% | -89.7% | +1,108.7% | +1,284.9% |
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