-93.4%
HTZ vs HIG
+143.9%
-237.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.7% | -20.1% | -20.3% |
| 7D | -7.7% | +3.8% | -11.5% | -9.7% |
| 30D | -13.1% | +8.1% | -21.2% | -17.1% |
| 3M | +14.7% | -4.1% | +18.9% | +17.5% |
| 6M | -70.6% | +3.1% | -73.7% | -71.8% |
| YTD | -65.2% | +0.8% | -66.0% | -66.1% |
| 1Y | -73.2% | +8.8% | -82.0% | -75.4% |
| 3Y | -80.8% | +95.2% | -176.0% | -88.3% |
| 5Y | -94.8% | +110.8% | -205.6% | -97.1% |
| All | -93.4% | +143.9% | -237.3% | -97.3% |
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