-47.0%
HTZ vs SPXS
-30.7%
-16.3%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.9% |
| 7D | +7.5% | -0.1% | +7.6% | +7.4% |
| 30D | +47.4% | +0.8% | +46.6% | +47.9% |
| 3M | -54.9% | -4.7% | -50.2% | -55.1% |
| 6M | -47.0% | -29.6% | -17.4% | -54.2% |
| All | -47.0% | -30.7% | -16.3% | -54.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling