-91.6%
HTZ vs SPXU
-88.1%
-3.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -4.9% | +14.1% | +6.9% |
| 7D | +18.9% | +2.2% | +16.8% | +20.5% |
| 30D | +26.3% | +3.8% | +22.5% | +29.2% |
| 3M | +49.7% | +3.3% | +46.4% | +53.4% |
| 6M | -61.1% | -16.7% | -44.4% | -63.4% |
| YTD | -56.0% | -28.6% | -27.4% | -60.5% |
| 1Y | -66.4% | -30.6% | -35.9% | -70.0% |
| 3Y | -75.8% | -81.9% | +6.1% | -87.0% |
| 5Y | -93.1% | -84.0% | -9.0% | -95.4% |
| All | -91.6% | -88.1% | -3.5% | -95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling