+596.2%
STX vs HTZ
-81.0%
+677.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -20.8% | +4.5% | -14.5% |
| 7D | -33.4% | -7.7% | -25.7% | -32.8% |
| 30D | -42.1% | -13.1% | -29.0% | -41.4% |
| 3M | -44.3% | +14.7% | -59.0% | -45.5% |
| 6M | -39.4% | -70.6% | +31.2% | -34.5% |
| YTD | +70.0% | -65.2% | +135.1% | +80.2% |
| 1Y | +70.2% | -73.2% | +143.4% | +83.0% |
| All | +596.2% | -81.0% | +677.2% | +669.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling