-93.9%
HTZ vs HIG
+138.4%
-232.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -2.3% | -6.1% | -6.9% |
| 7D | -14.6% | +1.1% | -15.6% | -14.8% |
| 30D | -20.8% | +5.6% | -26.3% | -23.2% |
| 3M | -18.8% | -6.9% | -11.9% | -15.3% |
| 6M | -74.7% | +1.3% | -76.0% | -75.4% |
| YTD | -68.1% | -1.5% | -66.6% | -68.5% |
| 1Y | -73.5% | +6.6% | -80.1% | -75.4% |
| 3Y | -81.8% | +91.2% | -173.0% | -88.8% |
| 5Y | -95.2% | +106.1% | -201.3% | -97.3% |
| All | -93.9% | +138.4% | -232.3% | -97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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