+245.0%
SU vs HTZ
-90.7%
+335.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | -0.1% |
| 7D | +1.7% | -9.7% | +11.4% | +2.2% |
| 30D | +9.6% | -16.3% | +26.0% | +10.4% |
| 3M | +11.7% | -58.8% | +70.6% | +16.7% |
| 6M | +21.9% | -48.9% | +70.8% | +23.9% |
| YTD | +58.6% | -60.1% | +118.8% | +64.1% |
| 1Y | +66.5% | -65.0% | +131.5% | +72.3% |
| 3Y | +121.4% | -87.2% | +208.6% | +145.3% |
| 5Y | +355.7% | -87.1% | +442.8% | +403.9% |
| All | +245.0% | -90.7% | +335.7% | +275.5% |
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