+4.7%
SYK vs HTZ
-87.1%
+91.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.3% | +4.9% | -0.1% |
| 7D | -11.8% | -10.4% | -1.4% | -11.3% |
| 30D | -20.4% | -2.4% | -18.0% | -20.4% |
| 3M | -12.1% | -60.9% | +48.8% | -8.7% |
| 6M | -24.3% | -50.2% | +25.9% | -22.9% |
| YTD | -21.2% | -59.7% | +38.5% | -18.9% |
| 1Y | -29.2% | -66.0% | +36.8% | -26.8% |
| 3Y | -2.1% | -87.1% | +85.0% | +10.5% |
| 5Y | +4.7% | -86.9% | +91.6% | +20.7% |
| All | +4.7% | -87.1% | +91.9% | +20.7% |
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