+87.5%
SPYM vs HTZ
-93.2%
+180.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.0% | +7.6% | +0.1% |
| 7D | -0.6% | -27.5% | +27.0% | +1.2% |
| 30D | -3.7% | -21.9% | +18.2% | -2.5% |
| 3M | -2.7% | -29.2% | +26.5% | -1.4% |
| 6M | +2.2% | -75.2% | +77.4% | +9.0% |
| YTD | +10.9% | -70.8% | +81.7% | +16.3% |
| 1Y | +11.3% | -76.1% | +87.4% | +18.1% |
| 3Y | +76.8% | -82.5% | +159.4% | +84.5% |
| 5Y | +73.5% | -94.1% | +167.6% | +99.9% |
| All | +87.5% | -93.2% | +180.7% | +115.3% |
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