-91.6%
HTZ vs IAG
+484.3%
-575.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +10.2% | -1.0% | +7.7% |
| 7D | +18.9% | +1.1% | +17.8% | +18.7% |
| 30D | +26.3% | -5.3% | +31.5% | +26.9% |
| 3M | +49.7% | +18.0% | +31.6% | +45.6% |
| 6M | -61.1% | +7.1% | -68.2% | -61.6% |
| YTD | -56.0% | +5.9% | -62.0% | -56.8% |
| 1Y | -66.4% | +59.4% | -125.8% | -68.3% |
| 3Y | -75.8% | +571.9% | -647.7% | -81.1% |
| 5Y | -93.1% | +513.0% | -606.1% | -95.1% |
| All | -91.6% | +484.3% | -575.9% | -94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling