+66.2%
SYF vs HTZ
-92.5%
+158.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.3% | -8.9% | -0.7% |
| 7D | -3.6% | -27.4% | +23.9% | -0.3% |
| 30D | -1.7% | -11.4% | +9.6% | -1.0% |
| 3M | -7.8% | -33.1% | +25.3% | -4.6% |
| 6M | +3.4% | -73.5% | +76.9% | +17.0% |
| YTD | -12.2% | -68.1% | +55.9% | -4.3% |
| 1Y | -1.6% | -74.3% | +72.7% | +10.2% |
| 3Y | +157.8% | -80.9% | +238.7% | +173.5% |
| 5Y | +61.9% | -93.8% | +155.7% | +102.8% |
| All | +66.2% | -92.5% | +158.8% | +112.9% |
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 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