+26.6%
SPGI vs HTZ
-91.9%
+118.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -20.8% | +18.9% | -0.9% |
| 7D | +2.6% | -7.7% | +10.3% | +2.8% |
| 30D | +19.3% | -13.1% | +32.4% | +19.8% |
| 3M | +15.5% | +14.7% | +0.7% | +13.6% |
| 6M | +18.3% | -70.6% | +89.0% | +24.2% |
| YTD | -3.8% | -65.2% | +61.4% | -0.7% |
| 1Y | +1.3% | -73.2% | +74.5% | +6.2% |
| 3Y | +33.6% | -80.8% | +114.4% | +39.5% |
| 5Y | +13.2% | -94.8% | +108.0% | +29.7% |
| All | +26.6% | -91.9% | +118.5% | +47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling