-91.6%
HTZ vs SPG
+132.9%
-224.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.9% | +6.3% | +6.7% |
| 7D | +18.9% | +8.2% | +10.8% | +11.5% |
| 30D | +26.3% | +13.5% | +12.8% | +13.4% |
| 3M | +49.7% | +2.2% | +47.4% | +46.4% |
| 6M | -61.1% | +15.9% | -77.0% | -66.8% |
| YTD | -56.0% | +27.6% | -83.6% | -65.6% |
| 1Y | -66.4% | +30.9% | -97.4% | -74.3% |
| 3Y | -75.8% | +124.5% | -200.3% | -88.2% |
| 5Y | -93.1% | +79.9% | -172.9% | -96.1% |
| All | -91.6% | +132.9% | -224.6% | -95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling