-93.8%
HTZ vs SPXS
-83.8%
-10.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -3.9% | +13.2% | +7.5% |
| 7D | -27.4% | +1.5% | -28.9% | -25.5% |
| 30D | -11.4% | +6.3% | -17.7% | -6.5% |
| 3M | -33.1% | +4.2% | -37.3% | -29.7% |
| 6M | -73.5% | -7.9% | -65.6% | -73.4% |
| YTD | -68.1% | -27.5% | -40.6% | -70.5% |
| 1Y | -74.3% | -27.0% | -47.3% | -76.0% |
| 3Y | -80.9% | -80.5% | -0.3% | -89.1% |
| 5Y | -93.8% | -84.0% | -9.8% | -95.7% |
| All | -93.8% | -83.8% | -10.0% | -95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling