+69.4%
SYF vs HTZ
-92.5%
+162.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.4% | +7.9% | +0.5% |
| 7D | -2.1% | -14.6% | +12.4% | -0.7% |
| 30D | +2.5% | -20.8% | +23.3% | +4.7% |
| 3M | -6.3% | -18.8% | +12.5% | -5.5% |
| 6M | -1.5% | -74.7% | +73.2% | +12.3% |
| YTD | -10.5% | -68.1% | +57.6% | -2.4% |
| 1Y | +1.5% | -73.5% | +75.0% | +13.2% |
| 3Y | +163.3% | -81.8% | +245.1% | +182.7% |
| 5Y | +66.8% | -95.2% | +162.0% | +110.5% |
| All | +69.4% | -92.5% | +162.0% | +117.2% |
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