+167.0%
SPMO vs HTZ
-89.5%
+256.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.2% | +1.5% |
| 7D | +2.0% | +7.5% | -5.5% | +1.6% |
| 30D | -0.4% | +47.4% | -47.8% | -2.9% |
| 3M | -1.9% | -54.9% | +53.0% | +1.1% |
| 6M | +25.0% | -47.0% | +72.0% | +27.2% |
| YTD | +26.0% | -55.3% | +81.3% | +29.2% |
| 1Y | +28.7% | -57.6% | +86.3% | +31.5% |
| 3Y | +160.9% | -86.6% | +247.5% | +188.6% |
| 5Y | +147.9% | -86.1% | +234.0% | +172.6% |
| All | +167.0% | -89.5% | +256.6% | +194.9% |
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