+647.1%
STX vs HTZ
-89.7%
+736.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +9.2% | -17.3% | -9.0% |
| 7D | -20.2% | +18.9% | -39.1% | -21.6% |
| 30D | -37.2% | +26.3% | -63.5% | -38.9% |
| 3M | -34.1% | +49.7% | -83.7% | -37.8% |
| 6M | -24.5% | -61.1% | +36.6% | -19.2% |
| YTD | +102.9% | -56.0% | +159.0% | +112.7% |
| 1Y | +123.8% | -66.4% | +190.2% | +139.8% |
| 3Y | +718.1% | -75.8% | +793.9% | +760.4% |
| 5Y | +573.6% | -93.1% | +666.7% | +691.1% |
| All | +647.1% | -89.7% | +736.8% | +792.1% |
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 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