-93.9%
HTZ vs SPXS
-86.5%
-7.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.8% | -7.6% | -8.8% |
| 7D | -14.6% | +7.5% | -22.1% | -9.8% |
| 30D | -20.8% | +17.5% | -38.3% | -12.6% |
| 3M | -18.8% | +14.7% | -33.5% | -11.0% |
| 6M | -74.7% | -0.1% | -74.6% | -73.7% |
| YTD | -68.1% | -19.7% | -48.3% | -69.2% |
| 1Y | -73.5% | -23.6% | -49.9% | -74.8% |
| 3Y | -81.8% | -79.2% | -2.6% | -89.4% |
| 5Y | -95.2% | -81.7% | -13.5% | -96.6% |
| All | -93.9% | -86.5% | -7.4% | -96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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