-93.4%
HTZ vs SPG
+130.9%
-224.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.9% | -19.9% | -20.1% |
| 7D | -7.7% | +5.0% | -12.8% | -11.2% |
| 30D | -13.1% | +12.3% | -25.4% | -21.1% |
| 3M | +14.7% | +1.9% | +12.9% | +12.8% |
| 6M | -70.6% | +14.4% | -85.0% | -74.6% |
| YTD | -65.2% | +26.5% | -91.7% | -72.5% |
| 1Y | -73.2% | +30.7% | -103.9% | -79.4% |
| 3Y | -80.8% | +122.6% | -203.4% | -90.6% |
| 5Y | -94.8% | +73.3% | -168.1% | -97.0% |
| All | -93.4% | +130.9% | -224.3% | -96.8% |
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