-49.8%
SWKS vs HTZ
-92.5%
+42.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.4% | +9.6% | +2.1% |
| 7D | -6.2% | -14.6% | +8.4% | -4.9% |
| 30D | -1.5% | -20.8% | +19.3% | +0.5% |
| 3M | +23.0% | -18.8% | +41.8% | +24.0% |
| 6M | +27.6% | -74.7% | +102.3% | +44.0% |
| YTD | +32.3% | -68.1% | +100.4% | +43.9% |
| 1Y | +20.1% | -73.5% | +93.6% | +33.1% |
| 3Y | +0.6% | -81.8% | +82.5% | +9.6% |
| 5Y | -42.3% | -95.2% | +52.9% | -27.0% |
| All | -49.8% | -92.5% | +42.8% | -37.2% |
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