+22.0%
SPGI vs HTZ
-86.4%
+108.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.6% |
| 7D | +0.1% | +7.5% | -7.3% | 0.0% |
| 30D | +8.4% | +47.4% | -39.0% | +7.1% |
| 3M | +11.8% | -54.9% | +66.7% | +13.4% |
| 6M | +5.7% | -47.0% | +52.7% | +6.3% |
| YTD | -9.7% | -55.3% | +45.6% | -8.7% |
| 1Y | -12.5% | -57.6% | +45.2% | -11.7% |
| All | +22.0% | -86.4% | +108.5% | +38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling