+76.8%
SPYM vs HTZ
-82.6%
+159.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.0% | +7.6% | -0.1% |
| 7D | -0.6% | -27.5% | +27.0% | +0.4% |
| 30D | -3.7% | -21.9% | +18.2% | -3.0% |
| 3M | -2.7% | -29.2% | +26.5% | -2.0% |
| 6M | +2.2% | -75.2% | +77.4% | +5.9% |
| YTD | +10.9% | -70.8% | +81.7% | +13.9% |
| 1Y | +11.3% | -76.1% | +87.4% | +14.9% |
| 3Y | +76.8% | -82.5% | +159.4% | +83.2% |
| All | +76.8% | -82.6% | +159.4% | +83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling