+65.5%
SYF vs HTZ
-93.2%
+158.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.0% | +5.9% | -1.1% |
| 7D | -4.2% | -27.5% | +23.3% | -0.9% |
| 30D | -1.1% | -21.9% | +20.8% | +1.2% |
| 3M | -7.9% | -29.2% | +21.4% | -5.5% |
| 6M | -1.1% | -75.2% | +74.1% | +12.8% |
| YTD | -12.6% | -70.8% | +58.2% | -3.6% |
| 1Y | -2.4% | -76.1% | +73.7% | +10.3% |
| 3Y | +156.6% | -82.5% | +239.1% | +175.3% |
| 5Y | +61.9% | -94.1% | +156.0% | +104.8% |
| All | +65.5% | -93.2% | +158.7% | +114.3% |
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