-86.4%
HTZ vs IAG
+764.1%
-850.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.6% |
| 7D | +7.5% | -0.5% | +8.0% | +7.5% |
| 30D | +47.4% | +28.9% | +18.5% | +42.0% |
| 3M | -54.9% | +19.1% | -74.0% | -56.1% |
| 6M | -47.0% | -10.3% | -36.8% | -46.9% |
| YTD | -55.3% | +24.2% | -79.4% | -56.9% |
| 1Y | -57.6% | +116.5% | -174.1% | -61.6% |
| 3Y | -86.6% | +742.8% | -829.4% | -89.8% |
| All | -86.4% | +764.1% | -850.5% | -90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling