+70.2%
SYF vs HTZ
-91.9%
+162.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -20.8% | +19.5% | +1.2% |
| 7D | -3.8% | -7.7% | +4.0% | -3.2% |
| 30D | +2.6% | -13.1% | +15.8% | +3.7% |
| 3M | -6.5% | +14.7% | -21.3% | -10.1% |
| 6M | +0.8% | -70.6% | +71.4% | +12.7% |
| YTD | -10.1% | -65.2% | +55.1% | -2.9% |
| 1Y | +0.8% | -73.2% | +74.0% | +12.5% |
| 3Y | +158.8% | -80.8% | +239.6% | +177.2% |
| 5Y | +67.5% | -94.8% | +162.3% | +109.4% |
| All | +70.2% | -91.9% | +162.0% | +116.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling