-93.4%
HTZ vs SPXS
-86.4%
-7.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +13.2% | -34.0% | -14.5% |
| 7D | -7.7% | +14.3% | -22.1% | +0.3% |
| 30D | -13.1% | +19.4% | -32.5% | -3.4% |
| 3M | +14.7% | +16.2% | -1.5% | +26.6% |
| 6M | -70.6% | -3.4% | -67.2% | -69.9% |
| YTD | -65.2% | -19.1% | -46.1% | -66.2% |
| 1Y | -73.2% | -20.5% | -52.7% | -74.0% |
| 3Y | -80.8% | -79.1% | -1.7% | -88.8% |
| 5Y | -94.8% | -81.6% | -13.2% | -96.2% |
| All | -93.4% | -86.4% | -7.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling