-74.9%
HTZ vs HIG
+95.1%
-170.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.4% | +6.8% | +7.9% |
| 7D | +18.9% | +6.2% | +12.7% | +15.3% |
| 30D | +26.3% | +9.4% | +16.8% | +20.5% |
| 3M | +49.7% | -2.3% | +52.0% | +51.3% |
| 6M | -61.1% | +4.2% | -65.3% | -62.8% |
| YTD | -56.0% | +1.6% | -57.6% | -57.3% |
| 1Y | -66.4% | +9.9% | -76.3% | -69.5% |
| All | -74.9% | +95.1% | -170.1% | -77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling