-50.4%
SWKS vs HTZ
-91.9%
+41.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -20.8% | +18.7% | +0.3% |
| 7D | -9.2% | -7.7% | -1.5% | -8.7% |
| 30D | -1.9% | -13.1% | +11.2% | -0.9% |
| 3M | +21.2% | +14.7% | +6.5% | +17.0% |
| 6M | +12.9% | -70.6% | +83.5% | +25.2% |
| YTD | +30.7% | -65.2% | +95.9% | +40.9% |
| 1Y | +14.1% | -73.2% | +87.3% | +26.3% |
| 3Y | -1.7% | -80.8% | +79.1% | +6.9% |
| 5Y | -43.0% | -94.8% | +51.8% | -28.6% |
| All | -50.4% | -91.9% | +41.5% | -38.5% |
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