-93.4%
HTZ vs SPYG
+84.0%
-177.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -5.8% | -15.0% | -15.3% |
| 7D | -7.7% | -7.0% | -0.7% | -0.1% |
| 30D | -13.1% | -12.1% | -1.0% | -1.0% |
| 3M | +14.7% | -9.0% | +23.7% | +26.6% |
| 6M | -70.6% | -2.0% | -68.6% | -69.8% |
| YTD | -65.2% | +4.6% | -69.8% | -66.2% |
| 1Y | -73.2% | +4.4% | -77.6% | -74.0% |
| 3Y | -80.8% | +88.7% | -169.5% | -90.5% |
| 5Y | -94.8% | +61.8% | -156.6% | -96.9% |
| All | -93.4% | +84.0% | -177.4% | -96.0% |
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