-91.5%
HTZ vs SPG
+111.2%
-202.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +2.2% |
| 7D | +7.5% | -2.4% | +9.9% | +9.6% |
| 30D | +47.4% | -6.8% | +54.3% | +56.0% |
| 3M | -54.9% | +2.7% | -57.6% | -57.2% |
| 6M | -47.0% | +5.5% | -52.5% | -50.8% |
| YTD | -55.3% | +15.7% | -71.0% | -62.0% |
| 1Y | -57.6% | +20.9% | -78.5% | -65.2% |
| 3Y | -86.6% | +112.4% | -199.0% | -93.2% |
| 5Y | -86.1% | +101.4% | -187.5% | -92.5% |
| All | -91.5% | +111.2% | -202.7% | -95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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