+0.5%
SPYM vs HTZ
-71.1%
+71.6%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -20.8% | +16.4% | -3.8% |
| 7D | -4.7% | -7.7% | +3.0% | -4.4% |
| 30D | -5.9% | -13.1% | +7.2% | -5.5% |
| 3M | -4.5% | +14.7% | -19.2% | -4.6% |
| All | +0.5% | -71.1% | +71.6% | +4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling