-95.0%
HTZ vs HIG
+104.7%
-199.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -2.3% | -6.1% | -7.0% |
| 7D | -14.6% | +1.1% | -15.6% | -14.8% |
| 30D | -20.8% | +5.6% | -26.3% | -23.1% |
| 3M | -18.8% | -6.9% | -11.9% | -15.4% |
| 6M | -74.7% | +1.3% | -76.0% | -75.4% |
| YTD | -68.1% | -1.5% | -66.6% | -68.4% |
| 1Y | -73.5% | +6.6% | -80.1% | -75.3% |
| 3Y | -81.8% | +91.2% | -173.0% | -88.6% |
| All | -95.0% | +104.7% | -199.7% | -97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling