-91.6%
HTZ vs SPY
+91.8%
-183.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.7% | +7.5% | +6.9% |
| 7D | +18.9% | -0.7% | +19.7% | +20.2% |
| 30D | +26.3% | -1.0% | +27.3% | +28.4% |
| 3M | +49.7% | -0.3% | +50.0% | +50.8% |
| 6M | -61.1% | +7.3% | -68.4% | -64.6% |
| YTD | -56.0% | +13.3% | -69.4% | -62.6% |
| 1Y | -66.4% | +14.8% | -81.2% | -71.9% |
| 3Y | -75.8% | +82.9% | -158.7% | -89.7% |
| 5Y | -93.1% | +75.6% | -168.7% | -96.7% |
| All | -91.6% | +91.8% | -183.4% | -96.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling