-91.5%
HTZ vs SPYG
+101.2%
-192.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.5% | +1.4% |
| 7D | +7.5% | +0.4% | +7.1% | +7.1% |
| 30D | +47.4% | -0.4% | +47.9% | +47.9% |
| 3M | -54.9% | +0.5% | -55.4% | -55.3% |
| 6M | -47.0% | +17.5% | -64.5% | -54.4% |
| YTD | -55.3% | +14.3% | -69.6% | -60.6% |
| 1Y | -57.6% | +21.7% | -79.4% | -65.1% |
| 3Y | -86.6% | +98.6% | -185.2% | -93.7% |
| 5Y | -86.1% | +85.1% | -171.2% | -92.6% |
| All | -91.5% | +101.2% | -192.7% | -95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling