+75.5%
SPYM vs HTZ
-82.6%
+158.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.4% | +8.7% | +0.6% |
| 7D | -2.7% | -14.6% | +11.9% | -2.2% |
| 30D | -5.4% | -20.8% | +15.4% | -4.7% |
| 3M | -4.1% | -18.8% | +14.7% | -3.7% |
| 6M | +0.8% | -74.7% | +75.5% | +4.3% |
| YTD | +8.8% | -68.1% | +76.9% | +11.4% |
| 1Y | +11.0% | -73.5% | +84.5% | +14.1% |
| 3Y | +75.5% | -81.8% | +157.3% | +81.8% |
| All | +75.5% | -82.6% | +158.1% | +81.8% |
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