-93.4%
HTZ vs SPY
+83.3%
-176.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -4.4% | -16.4% | -14.6% |
| 7D | -7.7% | -4.7% | -3.0% | +0.1% |
| 30D | -13.1% | -5.9% | -7.2% | -4.1% |
| 3M | +14.7% | -4.5% | +19.3% | +24.3% |
| 6M | -70.6% | +1.8% | -72.4% | -70.9% |
| YTD | -65.2% | +8.3% | -73.5% | -68.1% |
| 1Y | -73.2% | +9.3% | -82.5% | -75.7% |
| 3Y | -80.8% | +74.9% | -155.7% | -91.2% |
| 5Y | -94.8% | +67.3% | -162.1% | -97.3% |
| All | -93.4% | +83.3% | -176.7% | -97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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