+163.3%
SYF vs HTZ
-82.6%
+245.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.4% | +7.9% | +0.3% |
| 7D | -2.1% | -14.6% | +12.4% | -1.1% |
| 30D | +2.5% | -20.8% | +23.3% | +4.1% |
| 3M | -6.3% | -18.8% | +12.5% | -5.7% |
| 6M | -1.5% | -74.7% | +73.2% | +8.6% |
| YTD | -10.5% | -68.1% | +57.6% | -4.5% |
| 1Y | +1.5% | -73.5% | +75.0% | +10.1% |
| 3Y | +163.3% | -81.8% | +245.1% | +186.0% |
| All | +163.3% | -82.6% | +245.8% | +186.0% |
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