+126.8%
SPOT vs HTZ
-92.5%
+219.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.3% | -8.9% | -0.3% |
| 7D | -3.0% | -27.4% | +24.5% | -0.5% |
| 30D | +15.2% | -11.4% | +26.5% | +16.0% |
| 3M | +21.6% | -33.1% | +54.6% | +24.7% |
| 6M | +45.2% | -73.5% | +118.7% | +59.2% |
| YTD | +4.9% | -68.1% | +73.0% | +11.6% |
| 1Y | -4.8% | -74.3% | +69.5% | +3.5% |
| 3Y | +256.3% | -80.9% | +337.1% | +273.2% |
| 5Y | +120.2% | -93.8% | +214.0% | +193.5% |
| All | +126.8% | -92.5% | +219.3% | +192.1% |
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