-25.2%
SWKS vs HTZ
-86.4%
+61.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.4% |
| 7D | +12.5% | +7.5% | +5.0% | +11.8% |
| 30D | +10.5% | +47.4% | -36.9% | +6.1% |
| 3M | -7.4% | -54.9% | +47.5% | -3.1% |
| 6M | +32.7% | -47.0% | +79.7% | +36.5% |
| YTD | +19.2% | -55.3% | +74.4% | +24.0% |
| 1Y | +2.4% | -57.6% | +60.0% | +6.2% |
| All | -25.2% | -86.4% | +61.2% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling