+26.1%
SYK vs HTZ
-94.3%
+120.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.0% | +7.5% | 0.0% |
| 7D | +4.4% | -27.5% | +32.0% | +6.2% |
| 30D | +16.9% | -21.9% | +38.8% | +18.3% |
| 3M | -5.9% | -29.2% | +23.3% | -4.6% |
| 6M | +14.3% | -75.2% | +89.5% | +21.6% |
| YTD | -6.9% | -70.8% | +63.9% | -2.6% |
| 1Y | -7.6% | -76.1% | +68.5% | -2.2% |
| 3Y | +22.1% | -82.5% | +104.6% | +29.5% |
| 5Y | +26.1% | -94.1% | +120.2% | +55.9% |
| All | +26.1% | -94.3% | +120.4% | +55.9% |
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