-91.5%
HTZ vs HIG
+146.2%
-237.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +2.0% |
| 7D | +7.5% | +0.3% | +7.2% | +7.2% |
| 30D | +47.4% | -3.2% | +50.7% | +49.9% |
| 3M | -54.9% | +9.1% | -64.0% | -58.3% |
| 6M | -47.0% | -1.8% | -45.2% | -47.3% |
| YTD | -55.3% | +1.8% | -57.0% | -56.8% |
| 1Y | -57.6% | +4.6% | -62.2% | -60.0% |
| 3Y | -86.6% | +101.6% | -188.2% | -92.1% |
| 5Y | -86.1% | +124.5% | -210.6% | -93.1% |
| All | -91.5% | +146.2% | -237.7% | -96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling