+91.3%
SYF vs HTZ
-85.9%
+177.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | +2.4% | +7.5% | -5.1% | +1.5% |
| 30D | +0.8% | +47.4% | -46.6% | -5.1% |
| 3M | +13.4% | -54.9% | +68.3% | +21.3% |
| 6M | +16.3% | -47.0% | +63.3% | +20.4% |
| YTD | -3.0% | -55.3% | +52.2% | +2.5% |
| 1Y | +5.7% | -57.6% | +63.4% | +10.6% |
| 3Y | +160.1% | -86.6% | +246.7% | +213.1% |
| All | +91.3% | -85.9% | +177.2% | +129.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling