-94.4%
HTZ vs SPXU
-87.4%
-7.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +1.1% | -9.1% | -7.4% |
| 7D | -27.5% | +0.5% | -28.0% | -25.8% |
| 30D | -21.9% | +10.9% | -32.8% | -16.1% |
| 3M | -29.2% | +9.6% | -38.9% | -24.1% |
| 6M | -75.2% | -4.7% | -70.5% | -74.8% |
| YTD | -70.8% | -24.6% | -46.2% | -72.6% |
| 1Y | -76.1% | -24.7% | -51.4% | -77.4% |
| 3Y | -82.5% | -80.0% | -2.5% | -90.0% |
| 5Y | -94.1% | -83.5% | -10.6% | -95.9% |
| All | -94.4% | -87.4% | -7.0% | -96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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