+608.5%
STX vs HTZ
-93.2%
+701.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.5% | -2.8% |
| 7D | +14.6% | -8.5% | +23.1% | +15.6% |
| 30D | -26.0% | -18.9% | -7.0% | -24.4% |
| 3M | -42.6% | -36.0% | -6.6% | -40.3% |
| 6M | -35.3% | -74.6% | +39.3% | -27.6% |
| YTD | +92.5% | -70.8% | +163.3% | +110.5% |
| 1Y | +102.4% | -75.3% | +177.7% | +124.4% |
| 3Y | +673.8% | -81.6% | +755.4% | +731.3% |
| 5Y | +463.1% | -94.4% | +557.5% | +590.9% |
| All | +608.5% | -93.2% | +701.7% | +783.1% |
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