-95.0%
HTZ vs SPYG
+63.1%
-158.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +0.9% | -9.3% | -9.2% |
| 7D | -14.6% | -3.6% | -10.9% | -10.5% |
| 30D | -20.8% | -11.2% | -9.6% | -10.6% |
| 3M | -18.8% | -8.1% | -10.7% | -11.2% |
| 6M | -74.7% | -3.3% | -71.4% | -73.7% |
| YTD | -68.1% | +5.5% | -73.6% | -69.4% |
| 1Y | -73.5% | +7.0% | -80.4% | -74.9% |
| 3Y | -81.8% | +89.5% | -171.3% | -91.2% |
| All | -95.0% | +63.1% | -158.1% | -96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling