-80.2%
HTZ vs SPG
+122.7%
-202.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.9% | -19.9% | -20.0% |
| 7D | -7.7% | +5.0% | -12.8% | -11.2% |
| 30D | -13.1% | +12.3% | -25.4% | -21.3% |
| 3M | +14.7% | +1.9% | +12.9% | +12.9% |
| 6M | -70.6% | +14.4% | -85.0% | -75.0% |
| YTD | -65.2% | +26.5% | -91.7% | -73.3% |
| 1Y | -73.2% | +30.7% | -103.9% | -80.1% |
| All | -80.2% | +122.7% | -202.9% | -92.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling