+506.1%
SPCX vs HTZ
-59.1%
+565.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.0% | +8.7% | +0.2% |
| 7D | +1.3% | -27.5% | +28.8% | -0.6% |
| 30D | -12.0% | -21.9% | +9.9% | -13.0% |
| 3M | +3.1% | -29.2% | +32.4% | +1.7% |
| 6M | +551.0% | -71.8% | +622.8% | +484.4% |
| YTD | +556.8% | -70.8% | +627.6% | +489.5% |
| 1Y | +456.4% | -76.1% | +532.5% | +399.7% |
| All | +506.1% | -59.1% | +565.2% | +446.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling