+246.8%
SU vs HTZ
-93.0%
+339.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.1% | +6.6% | +0.8% |
| 7D | +0.3% | -14.0% | +14.3% | +1.1% |
| 30D | -7.9% | -19.8% | +11.9% | -7.1% |
| 3M | +9.2% | -45.0% | +54.2% | +12.1% |
| 6M | +5.5% | -73.2% | +78.7% | +12.4% |
| YTD | +59.5% | -70.0% | +129.5% | +66.7% |
| 1Y | +59.9% | -75.7% | +135.6% | +69.8% |
| 3Y | +130.3% | -82.1% | +212.3% | +135.9% |
| 5Y | +225.3% | -94.3% | +319.6% | +275.6% |
| All | +246.8% | -93.0% | +339.8% | +281.6% |
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