-80.2%
HTZ vs IAG
+573.1%
-653.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +0.2% | -21.0% | -20.8% |
| 7D | -7.7% | +4.5% | -12.3% | -8.6% |
| 30D | -13.1% | -5.7% | -7.4% | -12.5% |
| 3M | +14.7% | +10.1% | +4.6% | +12.0% |
| 6M | -70.6% | +7.3% | -77.9% | -71.1% |
| YTD | -65.2% | +6.1% | -71.3% | -65.9% |
| 1Y | -73.2% | +46.8% | -120.0% | -74.7% |
| All | -80.2% | +573.1% | -653.2% | -86.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling