-10.6%
SMH vs HTZ
-75.0%
+64.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.1% | +5.1% | -0.5% |
| 7D | +12.1% | -14.0% | +26.0% | +13.3% |
| 30D | -14.7% | -19.8% | +5.1% | -13.0% |
| 3M | -14.2% | -45.0% | +30.8% | -10.7% |
| 6M | -10.6% | -73.2% | +62.6% | -1.3% |
| All | -10.6% | -75.0% | +64.4% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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