+115.1%
SPMO vs HTZ
-82.6%
+197.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -8.4% | +10.0% | +1.9% |
| 7D | -8.7% | -14.6% | +5.9% | -8.2% |
| 30D | -18.7% | -20.8% | +2.1% | -18.1% |
| 3M | -16.4% | -18.8% | +2.4% | -16.1% |
| 6M | -11.9% | -74.7% | +62.8% | -8.8% |
| YTD | +4.9% | -68.1% | +73.0% | +7.5% |
| 1Y | +6.2% | -73.5% | +79.7% | +9.3% |
| 3Y | +115.1% | -81.8% | +196.9% | +123.3% |
| All | +115.1% | -82.6% | +197.7% | +123.3% |
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