+572.8%
STX vs HTZ
-93.2%
+665.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.0% | +7.1% | -0.1% |
| 7D | -17.3% | -27.5% | +10.3% | -14.5% |
| 30D | -35.9% | -21.9% | -14.1% | -34.3% |
| 3M | -37.3% | -29.2% | -8.1% | -35.7% |
| 6M | -35.8% | -75.2% | +39.4% | -28.1% |
| YTD | +82.7% | -70.8% | +153.6% | +99.9% |
| 1Y | +71.6% | -76.1% | +147.7% | +90.9% |
| 3Y | +635.3% | -82.5% | +717.8% | +696.1% |
| 5Y | +483.8% | -94.1% | +577.9% | +615.8% |
| All | +572.8% | -93.2% | +665.9% | +738.2% |
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