+88.6%
SPYM vs HTZ
-93.2%
+181.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | -0.3% |
| 7D | +2.6% | -8.5% | +11.1% | +3.0% |
| 30D | -2.0% | -18.9% | +16.9% | -1.0% |
| 3M | -2.8% | -36.0% | +33.2% | -0.7% |
| 6M | +2.2% | -74.6% | +76.7% | +8.8% |
| YTD | +11.5% | -70.8% | +82.4% | +16.9% |
| 1Y | +13.5% | -75.3% | +88.8% | +20.1% |
| 3Y | +78.0% | -81.6% | +159.6% | +84.4% |
| 5Y | +73.1% | -94.4% | +167.6% | +99.7% |
| All | +88.6% | -93.2% | +181.8% | +116.5% |
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