-93.4%
HTZ vs IAG
+485.3%
-578.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +0.2% | -21.0% | -20.8% |
| 7D | -7.7% | +4.5% | -12.3% | -8.4% |
| 30D | -13.1% | -5.7% | -7.4% | -12.6% |
| 3M | +14.7% | +10.1% | +4.6% | +12.7% |
| 6M | -70.6% | +7.3% | -77.9% | -71.0% |
| YTD | -65.2% | +6.1% | -71.3% | -65.8% |
| 1Y | -73.2% | +46.8% | -120.0% | -74.5% |
| 3Y | -80.8% | +573.1% | -653.9% | -85.1% |
| 5Y | -94.8% | +477.6% | -572.4% | -96.3% |
| All | -93.4% | +485.3% | -578.7% | -95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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