+237.0%
SU vs HTZ
-89.5%
+326.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | +3.6% | +7.5% | -3.9% | +3.1% |
| 30D | +7.9% | +47.4% | -39.6% | +4.6% |
| 3M | +3.5% | -54.9% | +58.4% | +7.6% |
| 6M | +19.0% | -47.0% | +66.0% | +20.9% |
| YTD | +55.0% | -55.3% | +110.2% | +59.3% |
| 1Y | +71.2% | -57.6% | +128.8% | +74.8% |
| 3Y | +117.4% | -86.6% | +204.0% | +141.9% |
| 5Y | +335.2% | -86.1% | +421.3% | +378.6% |
| All | +237.0% | -89.5% | +326.6% | +264.5% |
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 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