-69.8%
SPCH vs HTZ
-66.0%
-3.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | -20.8% | +2.7% | -13.3% |
| 7D | -27.7% | -7.7% | -19.9% | -25.8% |
| 30D | -51.2% | -13.1% | -38.1% | -49.6% |
| 3M | +11.3% | +14.7% | -3.4% | +15.1% |
| All | -69.8% | -66.0% | -3.9% | -72.8% |
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 · Available span rolling