+168.4%
SPMO vs HTZ
-90.1%
+258.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.0% | +5.5% | +0.8% |
| 7D | +3.4% | -2.5% | +5.8% | +3.5% |
| 30D | +0.5% | -3.7% | +4.3% | +0.4% |
| 3M | +1.9% | -57.0% | +58.9% | +5.3% |
| 6M | +27.8% | -47.0% | +74.8% | +30.0% |
| YTD | +26.7% | -57.5% | +84.1% | +30.2% |
| 1Y | +28.9% | -63.5% | +92.4% | +32.9% |
| 3Y | +160.7% | -86.3% | +247.0% | +186.7% |
| 5Y | +150.2% | -86.8% | +236.9% | +175.8% |
| All | +168.4% | -90.1% | +258.5% | +197.1% |
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 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