+468.7%
SPCX vs HTZ
-55.3%
+524.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -8.4% | +17.0% | +4.0% |
| 7D | -0.3% | -14.6% | +14.2% | -8.1% |
| 30D | -19.9% | -20.8% | +0.9% | -29.2% |
| 3M | +16.8% | -18.8% | +35.6% | +5.2% |
| 6M | +421.0% | -75.4% | +496.4% | +136.3% |
| YTD | +421.0% | -75.4% | +496.4% | +136.3% |
| 1Y | +421.0% | -75.4% | +496.4% | +136.3% |
| All | +468.7% | -55.3% | +524.0% | +158.9% |
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