-61.1%
HTZ vs SPYG
+4.5%
-65.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.3% | +7.9% | +8.2% |
| 7D | +18.9% | -2.8% | +21.7% | +21.3% |
| 30D | +26.3% | -6.2% | +32.4% | +32.8% |
| 3M | +49.7% | -3.6% | +53.3% | +54.4% |
| 6M | -61.1% | +4.8% | -65.9% | -65.9% |
| All | -61.1% | +4.5% | -65.6% | -65.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling