-94.0%
HTZ vs SPYG
+90.7%
-184.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -3.1% |
| 7D | -16.4% | 0.0% | -16.4% | -15.5% |
| 30D | -15.1% | -8.4% | -6.7% | -7.2% |
| 3M | -28.2% | -6.2% | -22.0% | -23.1% |
| 6M | -73.1% | -1.8% | -71.3% | -72.4% |
| YTD | -68.3% | +8.4% | -76.7% | -70.3% |
| 1Y | -75.2% | +10.1% | -85.3% | -77.1% |
| 3Y | -81.1% | +94.9% | -176.1% | -90.9% |
| 5Y | -95.0% | +68.5% | -163.5% | -97.1% |
| All | -94.0% | +90.7% | -184.7% | -96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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