+518.3%
STX vs HTZ
-92.5%
+610.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.4% | +7.2% | -0.3% |
| 7D | -28.5% | -14.6% | -13.9% | -27.3% |
| 30D | -42.9% | -20.8% | -22.1% | -41.6% |
| 3M | -45.9% | -18.8% | -27.1% | -45.4% |
| 6M | -41.3% | -74.7% | +33.4% | -34.3% |
| YTD | +67.9% | -68.1% | +136.0% | +82.1% |
| 1Y | +66.5% | -73.5% | +140.0% | +83.2% |
| 3Y | +588.0% | -81.8% | +669.8% | +644.3% |
| 5Y | +449.1% | -95.2% | +544.3% | +566.8% |
| All | +518.3% | -92.5% | +610.8% | +663.6% |
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 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