+24.5%
SYK vs HTZ
-93.2%
+117.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.7% |
| 7D | -5.0% | -8.5% | +3.6% | -4.6% |
| 30D | +9.9% | -18.9% | +28.9% | +11.0% |
| 3M | -8.9% | -36.0% | +27.1% | -7.1% |
| 6M | +3.1% | -74.6% | +77.7% | +9.1% |
| YTD | -11.1% | -70.8% | +59.7% | -7.3% |
| 1Y | -16.2% | -75.3% | +59.1% | -11.7% |
| 3Y | +13.2% | -81.6% | +94.7% | +17.5% |
| 5Y | +23.5% | -94.4% | +117.9% | +42.4% |
| All | +24.5% | -93.2% | +117.7% | +45.0% |
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