+88.2%
SPYM vs HTZ
-92.6%
+180.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +3.0% | +2.4% |
| 7D | +0.1% | -16.4% | +16.5% | +1.0% |
| 30D | -3.3% | -15.1% | +11.8% | -2.6% |
| 3M | -2.4% | -28.2% | +25.8% | -1.2% |
| 6M | +2.6% | -73.1% | +75.7% | +8.9% |
| YTD | +11.3% | -68.3% | +79.6% | +16.2% |
| 1Y | +13.5% | -75.2% | +88.7% | +20.1% |
| 3Y | +80.3% | -81.1% | +161.4% | +87.4% |
| 5Y | +72.7% | -95.0% | +167.7% | +99.0% |
| All | +88.2% | -92.6% | +180.8% | +115.1% |
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