+21.5%
SYK vs HTZ
-89.5%
+111.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.6% |
| 7D | -8.3% | +7.5% | -15.8% | -8.7% |
| 30D | -10.1% | +47.4% | -57.5% | -12.2% |
| 3M | +0.9% | -54.9% | +55.8% | +3.9% |
| 6M | -20.2% | -47.0% | +26.8% | -19.0% |
| YTD | -13.3% | -55.3% | +42.0% | -11.2% |
| 1Y | -22.3% | -57.6% | +35.3% | -20.8% |
| 3Y | +9.7% | -86.6% | +96.3% | +23.0% |
| 5Y | +15.4% | -86.1% | +101.5% | +28.9% |
| All | +21.5% | -89.5% | +111.1% | +38.8% |
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