+16.2%
SYY vs HTZ
-93.2%
+109.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.0% | +7.0% | -0.5% |
| 7D | +4.7% | -27.5% | +32.3% | +6.4% |
| 30D | -0.7% | -21.9% | +21.2% | +0.4% |
| 3M | -6.8% | -29.2% | +22.5% | -5.6% |
| 6M | +8.6% | -75.2% | +83.8% | +15.5% |
| YTD | +8.4% | -70.8% | +79.2% | +13.4% |
| 1Y | +7.1% | -76.1% | +83.2% | +13.3% |
| 3Y | +25.2% | -82.5% | +107.7% | +30.5% |
| 5Y | +13.0% | -94.1% | +107.1% | +30.2% |
| All | +16.2% | -93.2% | +109.4% | +35.4% |
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