+140.2%
SPMO vs HTZ
-93.0%
+233.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.1% | +6.1% | +0.3% |
| 7D | +9.8% | -14.0% | +23.8% | +10.6% |
| 30D | -9.2% | -19.8% | +10.6% | -8.3% |
| 3M | -11.0% | -45.0% | +34.0% | -8.5% |
| 6M | -6.6% | -73.2% | +66.6% | -1.3% |
| YTD | +13.3% | -70.0% | +83.4% | +18.4% |
| 1Y | +12.7% | -75.7% | +88.4% | +18.9% |
| 3Y | +127.5% | -82.1% | +209.5% | +136.8% |
| 5Y | +117.4% | -94.3% | +211.6% | +146.6% |
| All | +140.2% | -93.0% | +233.2% | +170.2% |
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