+25.6%
SYK vs HTZ
-93.0%
+118.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.1% | +4.1% | -1.7% |
| 7D | -6.8% | -14.0% | +7.2% | -6.1% |
| 30D | +10.6% | -19.8% | +30.4% | +11.6% |
| 3M | -9.7% | -45.0% | +35.3% | -7.3% |
| 6M | +6.7% | -73.2% | +79.9% | +12.6% |
| YTD | -10.4% | -70.0% | +59.7% | -6.6% |
| 1Y | -14.0% | -75.7% | +61.7% | -9.4% |
| 3Y | +17.6% | -82.1% | +99.7% | +22.8% |
| 5Y | +24.6% | -94.3% | +118.9% | +43.4% |
| All | +25.6% | -93.0% | +118.6% | +46.1% |
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 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