+114.4%
SPMO vs HTZ
-94.4%
+208.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -1.4% |
| 7D | +6.3% | -8.5% | +14.9% | +6.9% |
| 30D | -8.9% | -18.9% | +10.1% | -7.9% |
| 3M | -13.2% | -36.0% | +22.8% | -11.3% |
| 6M | -9.3% | -74.6% | +65.3% | -3.4% |
| YTD | +11.6% | -70.8% | +82.4% | +17.1% |
| 1Y | +13.4% | -75.3% | +88.7% | +20.0% |
| 3Y | +122.9% | -81.6% | +204.5% | +133.6% |
| All | +114.4% | -94.4% | +208.8% | +158.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling