+89.3%
SPY vs HTZ
-92.5%
+181.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.3% | -8.0% | +0.8% |
| 7D | -0.9% | -27.4% | +26.5% | +0.8% |
| 30D | -2.4% | -11.4% | +9.0% | -1.9% |
| 3M | -1.2% | -33.1% | +31.9% | +0.6% |
| 6M | +3.3% | -73.5% | +76.8% | +9.8% |
| YTD | +12.3% | -68.1% | +80.4% | +17.2% |
| 1Y | +12.4% | -74.3% | +86.7% | +18.9% |
| 3Y | +78.8% | -80.9% | +159.7% | +85.5% |
| 5Y | +75.2% | -93.8% | +169.0% | +101.0% |
| All | +89.3% | -92.5% | +181.9% | +116.3% |
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 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